DZ Bank Call 40 VBK 17.06.2022/  DE000DFY2FG2  /

Frankfurt Zert./DZB
10/27/2021  9:35:09 PM Chg.-1.040 Bid9:58:42 PM Ask9:58:42 PM Underlying Strike price Expiration date Option type
26.830EUR -3.73% -
Bid Size: -
-
Ask Size: -
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: 2.12
Leverage: Yes

Calculated values

Fair value: 26.25
Intrinsic value: 26.25
Implied volatility: 1.42
Historic volatility: 0.58
Parity: 26.25
Time value: 5.04
Break-even: 71.29
Moneyness: 1.66
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 1.80
Spread %: 5.75%
Delta: 0.76
Theta: -0.02
Omega: 1.60
Rho: 0.12
 

Quote data

Open: 27.610
High: 27.610
Low: 25.980
Previous Close: 27.870
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+7.97%
1 Month  
+42.18%
3 Months  
+115.68%
YTD  
+390.49%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 29.420 24.850
1M High / 1M Low: 29.420 16.800
6M High / 6M Low: 29.420 5.270
High (YTD): 10/25/2021 29.420
Low (YTD): 1/4/2021 4.310
52W High: - -
52W Low: - -
Avg. price 1W:   26.664
Avg. volume 1W:   0.000
Avg. price 1M:   21.674
Avg. volume 1M:   0.000
Avg. price 6M:   14.031
Avg. volume 6M:   .692
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.19%
Volatility 6M:   142.10%
Volatility 1Y:   -
Volatility 3Y:   -