DZ Bank Call 45 VBK 17.06.2022/  DE000DV0EMB4  /

EUWAX
12/6/2021  8:49:22 AM Chg.-0.07 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.95EUR -3.47% -
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: 3.04
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.73
Implied volatility: 1.14
Historic volatility: 0.58
Parity: 1.73
Time value: 0.32
Break-even: 65.50
Moneyness: 1.38
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.17
Spread %: 8.29%
Delta: 0.67
Theta: -0.02
Omega: 2.04
Rho: 0.11
 

Quote data

Open: 1.95
High: 1.95
Low: 1.95
Previous Close: 2.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.51%
1 Month
  -35.86%
3 Months  
+56.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.69 1.96
1M High / 1M Low: 3.05 1.96
6M High / 6M Low: 3.05 0.69
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.28
Avg. volume 1W:   0.00
Avg. price 1M:   2.41
Avg. volume 1M:   0.00
Avg. price 6M:   1.50
Avg. volume 6M:   17.69
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.91%
Volatility 6M:   159.01%
Volatility 1Y:   -
Volatility 3Y:   -