DZ Bank Call 32 VBK 17.06.2022/  DE000DFV0Y70  /

Frankfurt Zert./DZB
10/26/2021  9:04:52 PM Chg.-1.600 Bid10/26/2021 Ask10/26/2021 Underlying Strike price Expiration date Option type
34.920EUR -4.38% 34.920
Bid Size: 1,500
36.270
Ask Size: 1,500
VERBIO VER.BIOENERGI... 32.00 EUR 6/17/2022 Call

Master data

WKN: DFV0Y7
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 6/17/2022
Issue date: 10/21/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.76
Leverage: Yes

Calculated values

Fair value: 35.45
Intrinsic value: 35.45
Implied volatility: 1.56
Historic volatility: 0.58
Parity: 35.45
Time value: 2.97
Break-even: 70.42
Moneyness: 2.11
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 1.80
Spread %: 4.69%
Delta: 0.82
Theta: -0.02
Omega: 1.45
Rho: 0.11
 

Quote data

Open: 36.730
High: 36.730
Low: 34.700
Previous Close: 36.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.18%
1 Month  
+48.66%
3 Months  
+71.18%
YTD  
+303.70%
1 Year  
+3257.69%
3 Years     -
5 Years     -
1W High / 1W Low: 36.520 31.690
1M High / 1M Low: 36.520 22.800
6M High / 6M Low: 36.520 8.540
High (YTD): 10/25/2021 36.520
Low (YTD): 3/8/2021 7.130
52W High: 10/25/2021 36.520
52W Low: 10/28/2020 0.880
Avg. price 1W:   33.276
Avg. volume 1W:   0.000
Avg. price 1M:   27.898
Avg. volume 1M:   0.000
Avg. price 6M:   19.122
Avg. volume 6M:   1.538
Avg. price 1Y:   14.060
Avg. volume 1Y:   5.063
Volatility 1M:   103.97%
Volatility 6M:   119.21%
Volatility 1Y:   186.60%
Volatility 3Y:   -