DZ Bank Call 36 VBK 17.06.2022/  DE000DFX9MK6  /

EUWAX
10/25/2021  8:40:49 AM Chg.+0.56 Bid8:50:21 PM Ask8:50:21 PM Underlying Strike price Expiration date Option type
29.62EUR +1.93% 32.93
Bid Size: 1,500
34.28
Ask Size: 1,500
VERBIO VER.BIOENERGI... 36.00 EUR 6/17/2022 Call

Master data

WKN: DFX9MK
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 6/17/2022
Issue date: 11/30/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.13
Leverage: Yes

Calculated values

Fair value: 28.45
Intrinsic value: 28.45
Implied volatility: 1.32
Historic volatility: 0.58
Parity: 28.45
Time value: 1.80
Break-even: 66.25
Moneyness: 1.79
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 1.80
Spread %: 5.95%
Delta: 0.77
Theta: -0.01
Omega: 1.64
Rho: 0.12
 

Quote data

Open: 29.62
High: 29.62
Low: 29.62
Previous Close: 29.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.78%
1 Month  
+47.36%
3 Months  
+98.13%
YTD  
+354.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 29.22 27.23
1M High / 1M Low: 29.22 20.69
6M High / 6M Low: 29.22 6.65
High (YTD): 10/20/2021 29.22
Low (YTD): 3/8/2021 5.93
52W High: - -
52W Low: - -
Avg. price 1W:   28.21
Avg. volume 1W:   0.00
Avg. price 1M:   23.75
Avg. volume 1M:   0.00
Avg. price 6M:   16.25
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.58%
Volatility 6M:   118.30%
Volatility 1Y:   -
Volatility 3Y:   -