DZ Bank Call 28 VBK 17.06.2022/  DE000DFU1BK9  /

EUWAX
12/1/2021  8:38:40 AM Chg.+4.36 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
41.52EUR +11.73% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 28.00 EUR 6/17/2022 Call

Master data

WKN: DFU1BK
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 6/17/2022
Issue date: 10/2/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.61
Leverage: Yes

Calculated values

Fair value: 40.25
Intrinsic value: 40.25
Implied volatility: 1.71
Historic volatility: 0.57
Parity: 40.25
Time value: 2.19
Break-even: 70.44
Moneyness: 2.44
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 1.73
Spread %: 4.08%
Delta: 0.86
Theta: -0.02
Omega: 1.39
Rho: 0.09
 

Quote data

Open: 41.52
High: 41.52
Low: 41.52
Previous Close: 37.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.41%
1 Month  
+0.10%
3 Months  
+68.44%
YTD  
+311.90%
1 Year  
+496.55%
3 Years     -
5 Years     -
1W High / 1W Low: 37.16 34.78
1M High / 1M Low: 46.50 34.78
6M High / 6M Low: 46.50 16.98
High (YTD): 11/5/2021 46.50
Low (YTD): 3/8/2021 8.69
52W High: 11/5/2021 46.50
52W Low: 12/15/2020 6.76
Avg. price 1W:   35.80
Avg. volume 1W:   0.00
Avg. price 1M:   40.17
Avg. volume 1M:   0.00
Avg. price 6M:   27.10
Avg. volume 6M:   .95
Avg. price 1Y:   20.18
Avg. volume 1Y:   6
Volatility 1M:   84.03%
Volatility 6M:   87.87%
Volatility 1Y:   124.54%
Volatility 3Y:   -