DZ Bank Call 35 VBK 17.12.2021/  DE000DFW3J25  /

Frankfurt Zert./DZB
10/27/2021  12:04:35 PM Chg.-0.500 Bid12:11:00 PM Ask12:11:00 PM Underlying Strike price Expiration date Option type
30.890EUR -1.59% 30.990
Bid Size: 10,000
31.440
Ask Size: 10,000
VERBIO VER.BIOENERGI... 35.00 EUR 12/17/2021 Call

Master data

WKN: DFW3J2
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 12/17/2021
Issue date: 11/10/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.00
Leverage: Yes

Calculated values

Fair value: 31.25
Intrinsic value: 31.25
Implied volatility: 1.99
Historic volatility: 0.58
Parity: 31.25
Time value: 1.83
Break-even: 68.08
Moneyness: 1.89
Premium: 0.03
Premium p.a.: 0.22
Spread abs.: 1.80
Spread %: 5.44%
Delta: 0.87
Theta: -0.06
Omega: 1.74
Rho: 0.03
 

Quote data

Open: 31.090
High: 31.090
Low: 30.500
Previous Close: 31.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.36%
1 Month  
+46.05%
3 Months  
+120.80%
YTD  
+430.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 33.040 27.990
1M High / 1M Low: 33.040 18.580
6M High / 6M Low: 33.040 5.240
High (YTD): 10/25/2021 33.040
Low (YTD): 3/8/2021 4.470
52W High: - -
52W Low: - -
Avg. price 1W:   30.006
Avg. volume 1W:   0.000
Avg. price 1M:   24.369
Avg. volume 1M:   0.000
Avg. price 6M:   15.365
Avg. volume 6M:   .900
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.34%
Volatility 6M:   153.55%
Volatility 1Y:   -
Volatility 3Y:   -