DZ Bank Call 24 VBK 17.06.2022/  DE000DFT3CJ8  /

EUWAX
1/24/2022  8:28:02 AM Chg.-2.47 Bid11:33:30 AM Ask11:33:30 AM Underlying Strike price Expiration date Option type
25.75EUR -8.75% 23.81
Bid Size: 10,000
24.26
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: 1.88
Leverage: Yes

Calculated values

Fair value: 26.40
Intrinsic value: 26.40
Implied volatility: 1.51
Historic volatility: 0.58
Parity: 26.40
Time value: 0.45
Break-even: 50.85
Moneyness: 2.10
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 1.35
Spread %: 5.03%
Delta: 0.85
Theta: -0.02
Omega: 1.59
Rho: 0.06
 

Quote data

Open: 25.75
High: 25.75
Low: 25.75
Previous Close: 28.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.06%
1 Month
  -33.51%
3 Months
  -35.67%
YTD
  -31.41%
1 Year  
+20.84%
3 Years     -
5 Years     -
1W High / 1W Low: 29.49 26.66
1M High / 1M Low: 40.84 26.66
6M High / 6M Low: 50.39 22.76
High (YTD): 1/4/2022 40.84
Low (YTD): 1/20/2022 26.66
52W High: 11/5/2021 50.39
52W Low: 3/9/2021 10.46
Avg. price 1W:   27.63
Avg. volume 1W:   0.00
Avg. price 1M:   33.03
Avg. volume 1M:   0.00
Avg. price 6M:   34.78
Avg. volume 6M:   0.00
Avg. price 1Y:   26.34
Avg. volume 1Y:   5.91
Volatility 1M:   105.16%
Volatility 6M:   96.21%
Volatility 1Y:   100.74%
Volatility 3Y:   -