DZ Bank Call 20 VBK 17.06.2022/  DE000DFS4ME7  /

EUWAX
11/26/2021  8:28:20 AM Chg.+1.12 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
43.55EUR +2.64% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 20.00 EUR 6/17/2022 Call

Master data

WKN: DFS4ME
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 6/17/2022
Issue date: 8/28/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.43
Leverage: Yes

Calculated values

Fair value: 43.25
Intrinsic value: 43.25
Implied volatility: 1.83
Historic volatility: 0.57
Parity: 43.25
Time value: 0.83
Break-even: 64.08
Moneyness: 3.16
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 1.80
Spread %: 4.08%
Delta: 0.90
Theta: -0.02
Omega: 1.29
Rho: 0.07
 

Quote data

Open: 43.55
High: 43.55
Low: 43.55
Previous Close: 42.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.63%
1 Month
  -7.91%
3 Months  
+38.83%
YTD  
+202.85%
1 Year  
+379.63%
3 Years     -
5 Years     -
1W High / 1W Low: 46.64 42.43
1M High / 1M Low: 54.28 42.43
6M High / 6M Low: 54.28 23.18
High (YTD): 11/5/2021 54.28
Low (YTD): 3/9/2021 12.60
52W High: 11/5/2021 54.28
52W Low: 11/30/2020 9.82
Avg. price 1W:   44.37
Avg. volume 1W:   0.00
Avg. price 1M:   48.25
Avg. volume 1M:   0.00
Avg. price 6M:   33.94
Avg. volume 6M:   0.00
Avg. price 1Y:   25.88
Avg. volume 1Y:   .05
Volatility 1M:   68.52%
Volatility 6M:   78.08%
Volatility 1Y:   100.68%
Volatility 3Y:   -