DZ Bank Call 32 VBK 18.03.2022/  DE000DV1RZP6  /

Frankfurt Zert./DZB
11/25/2021  2:34:40 PM Chg.+0.250 Bid9:59:27 PM Ask11/25/2021 Underlying Strike price Expiration date Option type
3.210EUR +8.45% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 32.00 - 3/18/2022 Call

Master data

WKN: DV1RZP
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 3/18/2022
Issue date: 3/22/2021
Last trading day: 11/25/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.89
Leverage: Yes

Calculated values

Fair value: 3.13
Intrinsic value: 3.13
Implied volatility: 1.73
Historic volatility: 0.57
Parity: 3.13
Time value: 0.22
Break-even: 65.40
Moneyness: 1.98
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.30%
Delta: 0.84
Theta: -0.03
Omega: 1.60
Rho: 0.06
 

Quote data

Open: 2.980
High: 3.270
Low: 2.980
Previous Close: 2.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.53%
1 Month
  -11.33%
3 Months  
+51.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.260 2.960
1M High / 1M Low: 4.160 2.960
6M High / 6M Low: 4.160 1.230
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.135
Avg. volume 1W:   0.000
Avg. price 1M:   3.569
Avg. volume 1M:   0.000
Avg. price 6M:   2.250
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.47%
Volatility 6M:   118.61%
Volatility 1Y:   -
Volatility 3Y:   -