DZ Bank Call 36 VBK 17.06.2022/  DE000DFX9MK6  /

EUWAX
1/21/2022  8:43:31 AM Chg.+0.93 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
17.21EUR +5.71% -
Bid Size: -
-
Ask Size: -
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: 3.11
Leverage: Yes

Calculated values

Fair value: 14.40
Intrinsic value: 14.40
Implied volatility: 1.14
Historic volatility: 0.58
Parity: 14.40
Time value: 1.83
Break-even: 52.23
Moneyness: 1.40
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 1.20
Spread %: 7.39%
Delta: 0.70
Theta: -0.01
Omega: 2.16
Rho: 0.08
 

Quote data

Open: 17.21
High: 17.21
Low: 17.21
Previous Close: 16.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.43%
1 Month
  -37.42%
3 Months
  -40.78%
YTD
  -34.49%
1 Year  
+21.03%
3 Years     -
5 Years     -
1W High / 1W Low: 18.74 16.13
1M High / 1M Low: 28.94 16.13
6M High / 6M Low: 38.97 13.63
High (YTD): 1/4/2022 28.56
Low (YTD): 1/17/2022 16.13
52W High: 11/5/2021 38.97
52W Low: 3/8/2021 5.93
Avg. price 1W:   16.98
Avg. volume 1W:   0.00
Avg. price 1M:   22.24
Avg. volume 1M:   0.00
Avg. price 6M:   24.16
Avg. volume 6M:   0.00
Avg. price 1Y:   17.54
Avg. volume 1Y:   .59
Volatility 1M:   127.27%
Volatility 6M:   112.04%
Volatility 1Y:   126.37%
Volatility 3Y:   -