DZ Bank Call 45 VBK 17.06.2022/  DE000DV0EMB4  /

EUWAX
11/26/2021  8:14:37 AM Chg.+0.09 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
2.08EUR +4.52% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 45.00 EUR 6/17/2022 Call

Master data

WKN: DV0EMB
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 6/17/2022
Issue date: 1/12/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.93
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.83
Implied volatility: 1.16
Historic volatility: 0.57
Parity: 1.83
Time value: 0.34
Break-even: 66.60
Moneyness: 1.41
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.21
Spread %: 9.72%
Delta: 0.68
Theta: -0.02
Omega: 1.98
Rho: 0.12
 

Quote data

Open: 2.08
High: 2.08
Low: 2.08
Previous Close: 1.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.80%
1 Month
  -6.73%
3 Months  
+58.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.38 1.99
1M High / 1M Low: 3.05 1.99
6M High / 6M Low: 3.05 0.69
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.16
Avg. volume 1W:   0.00
Avg. price 1M:   2.51
Avg. volume 1M:   0.00
Avg. price 6M:   1.45
Avg. volume 6M:   22.14
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.72%
Volatility 6M:   156.97%
Volatility 1Y:   -
Volatility 3Y:   -