DZ Bank Call 24 VBK 17.06.2022/  DE000DFT3CJ8  /

EUWAX
1/19/2022  3:51:29 PM Chg.-2.57 Bid5:13:50 PM Ask5:13:50 PM Underlying Strike price Expiration date Option type
26.92EUR -8.71% 26.63
Bid Size: 10,000
27.08
Ask Size: 10,000
VERBIO VER.BIOENERGI... 24.00 EUR 6/17/2022 Call

Master data

WKN: DFT3CJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 6/17/2022
Issue date: 9/16/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.82
Leverage: Yes

Calculated values

Fair value: 26.65
Intrinsic value: 26.65
Implied volatility: 1.61
Historic volatility: 0.58
Parity: 26.65
Time value: 1.25
Break-even: 51.90
Moneyness: 2.11
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 1.35
Spread %: 4.84%
Delta: 0.85
Theta: -0.02
Omega: 1.53
Rho: 0.06
 

Quote data

Open: 27.57
High: 27.57
Low: 26.92
Previous Close: 29.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.69%
1 Month
  -32.75%
3 Months
  -30.78%
YTD
  -28.29%
1 Year  
+79.71%
3 Years     -
5 Years     -
1W High / 1W Low: 29.49 26.84
1M High / 1M Low: 40.84 26.84
6M High / 6M Low: 50.39 20.18
High (YTD): 1/4/2022 40.84
Low (YTD): 1/17/2022 26.84
52W High: 11/5/2021 50.39
52W Low: 3/9/2021 10.46
Avg. price 1W:   28.54
Avg. volume 1W:   0.00
Avg. price 1M:   34.83
Avg. volume 1M:   0.00
Avg. price 6M:   34.46
Avg. volume 6M:   0.00
Avg. price 1Y:   26.23
Avg. volume 1Y:   5.88
Volatility 1M:   102.29%
Volatility 6M:   95.91%
Volatility 1Y:   110.61%
Volatility 3Y:   -