DZ Bank Call 20 VBK 17.06.2022/  DE000DFS4ME7  /

Frankfurt Zert./DZB
10/25/2021  7:04:34 PM Chg.+3.980 Bid7:07:13 PM Ask7:07:13 PM Underlying Strike price Expiration date Option type
47.460EUR +9.15% 47.490
Bid Size: 2,500
48.620
Ask Size: 2,500
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: 1.45
Leverage: Yes

Calculated values

Fair value: 44.45
Intrinsic value: 44.45
Implied volatility: 1.69
Historic volatility: 0.58
Parity: 44.45
Time value: 0.02
Break-even: 64.47
Moneyness: 3.22
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 1.80
Spread %: 4.05%
Delta: 0.90
Theta: -0.01
Omega: 1.30
Rho: 0.09
 

Quote data

Open: 44.210
High: 47.460
Low: 43.470
Previous Close: 43.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.36%
1 Month  
+39.30%
3 Months  
+62.92%
YTD  
+218.31%
1 Year  
+660.58%
3 Years     -
5 Years     -
1W High / 1W Low: 44.420 42.620
1M High / 1M Low: 44.420 33.310
6M High / 6M Low: 44.420 15.790
High (YTD): 10/19/2021 44.420
Low (YTD): 3/8/2021 12.370
52W High: 10/19/2021 44.420
52W Low: 10/28/2020 4.230
Avg. price 1W:   43.482
Avg. volume 1W:   0.000
Avg. price 1M:   38.420
Avg. volume 1M:   0.000
Avg. price 6M:   28.676
Avg. volume 6M:   0.000
Avg. price 1Y:   21.864
Avg. volume 1Y:   0.000
Volatility 1M:   74.07%
Volatility 6M:   85.51%
Volatility 1Y:   110.53%
Volatility 3Y:   -