DZ Bank Call 20 VBK 17.12.2021/  DE000DFS4MD9  /

EUWAX
11/25/2021  8:30:48 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
42.00EUR - -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 20.00 - 12/17/2021 Call

Master data

WKN: DFS4MD
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 12/17/2021
Issue date: 8/28/2020
Last trading day: 11/25/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.39
Leverage: Yes

Calculated values

Fair value: 42.30
Intrinsic value: 42.30
Implied volatility: 6.26
Historic volatility: 0.58
Parity: 42.30
Time value: 2.43
Break-even: 64.73
Moneyness: 3.12
Premium: 0.04
Premium p.a.: 2.56
Spread abs.: -0.85
Spread %: -1.90%
Delta: 0.94
Theta: -0.33
Omega: 1.31
Rho: 0.00
 

Quote data

Open: 42.00
High: 42.00
Low: 42.00
Previous Close: 43.75
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -22.49%
3 Months  
+30.76%
YTD  
+218.66%
1 Year  
+279.75%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 53.82 42.00
6M High / 6M Low: 54.19 22.63
High (YTD): 11/5/2021 54.19
Low (YTD): 3/9/2021 11.43
52W High: 11/5/2021 54.19
52W Low: 12/15/2020 9.47
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   47.37
Avg. volume 1M:   0.00
Avg. price 6M:   33.89
Avg. volume 6M:   0.00
Avg. price 1Y:   25.47
Avg. volume 1Y:   5.14
Volatility 1M:   69.33%
Volatility 6M:   79.39%
Volatility 1Y:   107.77%
Volatility 3Y:   -