DZ Bank Call 20 VBK 17.12.2021/  DE000DFS4MD9  /

Frankfurt Zert./DZB
11/25/2021  2:34:53 PM Chg.+2.400 Bid9:59:28 PM Ask11/25/2021 Underlying Strike price Expiration date Option type
44.020EUR +5.77% -
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: 42.000
High: 44.620
Low: 42.000
Previous Close: 41.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.40%
3 Months  
+38.43%
YTD  
+220.61%
1 Year  
+308.35%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 53.830 41.620
6M High / 6M Low: 53.850 22.050
High (YTD): 11/4/2021 53.850
Low (YTD): 3/8/2021 11.180
52W High: 11/4/2021 53.850
52W Low: 12/14/2020 9.300
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   46.762
Avg. volume 1M:   0.000
Avg. price 6M:   33.885
Avg. volume 6M:   .565
Avg. price 1Y:   25.467
Avg. volume 1Y:   1.903
Volatility 1M:   62.94%
Volatility 6M:   85.61%
Volatility 1Y:   103.16%
Volatility 3Y:   -