DZ Bank Call 28 VBK 17.06.2022/  DE000DFU1BK9  /

EUWAX
12/3/2021  8:43:10 AM Chg.-6.84 Bid2:11:07 PM Ask2:11:07 PM Underlying Strike price Expiration date Option type
35.40EUR -16.19% 35.71
Bid Size: 10,000
36.16
Ask Size: 10,000
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: 1.69
Leverage: Yes

Calculated values

Fair value: 34.60
Intrinsic value: 34.60
Implied volatility: 1.68
Historic volatility: 0.58
Parity: 34.60
Time value: 2.53
Break-even: 65.13
Moneyness: 2.24
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 1.35
Spread %: 3.64%
Delta: 0.85
Theta: -0.02
Omega: 1.43
Rho: 0.09
 

Quote data

Open: 35.40
High: 35.40
Low: 35.40
Previous Close: 42.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.53%
1 Month
  -17.25%
3 Months  
+37.42%
YTD  
+251.19%
1 Year  
+348.10%
3 Years     -
5 Years     -
1W High / 1W Low: 42.24 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:   38.33
Avg. volume 1W:   0.00
Avg. price 1M:   40.21
Avg. volume 1M:   0.00
Avg. price 6M:   27.44
Avg. volume 6M:   .95
Avg. price 1Y:   20.40
Avg. volume 1Y:   5.98
Volatility 1M:   93.16%
Volatility 6M:   86.62%
Volatility 1Y:   124.38%
Volatility 3Y:   -