DZ Bank Call 36 VBK 18.03.2022/  DE000DV1TFJ7  /

EUWAX
12/7/2021  8:19:11 AM Chg.+0.10 Bid5:36:53 PM Ask5:36:53 PM Underlying Strike price Expiration date Option type
2.47EUR +4.22% 2.83
Bid Size: 12,000
3.03
Ask Size: 12,000
VERBIO VER.BIOENERGI... 36.00 EUR 3/18/2022 Call

Master data

WKN: DV1TFJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 3/18/2022
Issue date: 3/23/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.18
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.37
Implied volatility: 1.67
Historic volatility: 0.59
Parity: 2.37
Time value: 0.37
Break-even: 63.30
Moneyness: 1.66
Premium: 0.06
Premium p.a.: 0.24
Spread abs.: 0.25
Spread %: 9.16%
Delta: 0.80
Theta: -0.04
Omega: 1.74
Rho: 0.06
 

Quote data

Open: 2.47
High: 2.47
Low: 2.47
Previous Close: 2.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -35.00%
3 Months  
+38.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.36 2.37
1M High / 1M Low: 3.77 2.37
6M High / 6M Low: 3.80 1.05
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.91
Avg. volume 1W:   0.00
Avg. price 1M:   3.03
Avg. volume 1M:   0.00
Avg. price 6M:   2.00
Avg. volume 6M:   2.29
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.87%
Volatility 6M:   136.71%
Volatility 1Y:   -
Volatility 3Y:   -