DZ Bank Call 44 VBK 18.03.2022/  DE000DV1TFK5  /

EUWAX
12/3/2021  8:19:41 AM Chg.-0.60 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.99EUR -23.17% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 44.00 EUR 3/18/2022 Call

Master data

WKN: DV1TFK
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 3/18/2022
Issue date: 3/23/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.12
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.83
Implied volatility: 1.18
Historic volatility: 0.58
Parity: 1.83
Time value: 0.17
Break-even: 64.00
Moneyness: 1.42
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.18
Spread %: 9.00%
Delta: 0.73
Theta: -0.02
Omega: 2.27
Rho: 0.07
 

Quote data

Open: 1.99
High: 1.99
Low: 1.99
Previous Close: 2.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.74%
1 Month
  -34.54%
3 Months  
+67.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.59 1.90
1M High / 1M Low: 3.01 1.90
6M High / 6M Low: 3.04 0.61
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.22
Avg. volume 1W:   0.00
Avg. price 1M:   2.33
Avg. volume 1M:   0.00
Avg. price 6M:   1.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.41%
Volatility 6M:   170.07%
Volatility 1Y:   -
Volatility 3Y:   -