DZ Bank Call 40 VBK 17.06.2022/  DE000DFY2FG2  /

EUWAX
10/20/2021  8:30:54 AM Chg.+0.85 Bid5:46:10 PM Ask5:46:10 PM Underlying Strike price Expiration date Option type
25.64EUR +3.43% 24.21
Bid Size: 2,500
25.33
Ask Size: 2,500
VERBIO VER.BIOENERGI... 40.00 EUR 6/17/2022 Call

Master data

WKN: DFY2FG
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 6/17/2022
Issue date: 12/4/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.28
Leverage: Yes

Calculated values

Fair value: 23.60
Intrinsic value: 23.60
Implied volatility: 1.33
Historic volatility: 0.59
Parity: 23.60
Time value: 4.35
Break-even: 67.95
Moneyness: 1.59
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 1.80
Spread %: 6.44%
Delta: 0.74
Theta: -0.02
Omega: 1.67
Rho: 0.12
 

Quote data

Open: 25.64
High: 25.64
Low: 25.64
Previous Close: 24.79
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.56%
1 Month  
+45.10%
3 Months  
+175.11%
YTD  
+404.72%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 24.79 20.10
1M High / 1M Low: 24.79 13.47
6M High / 6M Low: 24.79 5.18
High (YTD): 10/19/2021 24.79
Low (YTD): 1/5/2021 4.17
52W High: - -
52W Low: - -
Avg. price 1W:   22.59
Avg. volume 1W:   100
Avg. price 1M:   19.17
Avg. volume 1M:   31.82
Avg. price 6M:   13.27
Avg. volume 6M:   6.15
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.68%
Volatility 6M:   150.84%
Volatility 1Y:   -
Volatility 3Y:   -