DZ Bank Call 40 VBK 17.06.2022/  DE000DV1MU20  /

Frankfurt Zert./DZB
-  - Chg.- Bid- Ask9:58:07 PM Underlying Strike price Expiration date Option type
-EUR - -
Bid Size: -
0.58
Ask Size: 6,000
VERBIO VER.BIOENERGI... 40.00 - 6/17/2022 Call

Master data

WKN: DV1MU2
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 6/17/2022
Issue date: 3/18/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 10.56
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 2.13
Implied volatility: 0.21
Historic volatility: 0.59
Parity: 2.13
Time value: -1.55
Break-even: 45.80
Moneyness: 1.53
Premium: -0.25
Premium p.a.: -0.35
Spread abs.: 0.21
Spread %: 36.21%
Delta: 0.65
Theta: 0.04
Omega: 6.81
Rho: 0.23
 

Quote data

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

Performance

1 Week     -
1 Month     -
3 Months     -
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3 Years     -
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1M High / 1M Low: - -
6M High / 6M Low: - -
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Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -