DZ Bank Call 44 VBK 17.12.2021/  DE000DV0EL63  /

Frankfurt Zert./DZB
10/28/2021  8:34:52 PM Chg.+0.200 Bid8:52:57 PM Ask8:52:57 PM Underlying Strike price Expiration date Option type
2.320EUR +9.43% 2.320
Bid Size: 12,000
2.550
Ask Size: 12,000
VERBIO VER.BIOENERGI... 44.00 EUR 12/17/2021 Call

Master data

WKN: DV0EL6
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 12/17/2021
Issue date: 1/12/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 2.23
Implied volatility: 1.63
Historic volatility: 0.58
Parity: 2.23
Time value: 0.26
Break-even: 68.80
Moneyness: 1.51
Premium: 0.04
Premium p.a.: 0.32
Spread abs.: 0.30
Spread %: 12.10%
Delta: 0.80
Theta: -0.07
Omega: 2.15
Rho: 0.04
 

Quote data

Open: 2.070
High: 2.400
Low: 2.060
Previous Close: 2.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.17%
1 Month  
+98.29%
3 Months  
+256.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.370 1.930
1M High / 1M Low: 2.370 1.070
6M High / 6M Low: 2.370 0.220
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.122
Avg. volume 1W:   0.000
Avg. price 1M:   1.607
Avg. volume 1M:   0.000
Avg. price 6M:   0.901
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.74%
Volatility 6M:   221.06%
Volatility 1Y:   -
Volatility 3Y:   -