DZ Bank Call 45 VBK 17.06.2022/  DE000DV0EMB4  /

Frankfurt Zert./DZB
10/18/2021  9:34:52 PM Chg.+0.130 Bid9:58:15 PM Ask9:58:15 PM Underlying Strike price Expiration date Option type
2.080EUR +6.67% 2.040
Bid Size: 6,000
2.250
Ask Size: 6,000
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: 2.86
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 1.63
Implied volatility: 1.18
Historic volatility: 0.59
Parity: 1.63
Time value: 0.52
Break-even: 66.40
Moneyness: 1.36
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.21
Spread %: 9.81%
Delta: 0.66
Theta: -0.02
Omega: 1.89
Rho: 0.13
 

Quote data

Open: 1.980
High: 2.110
Low: 1.940
Previous Close: 1.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+35.95%
1 Month  
+40.54%
3 Months  
+170.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.950 1.530
1M High / 1M Low: 1.950 1.020
6M High / 6M Low: 1.950 0.390
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.740
Avg. volume 1W:   0.000
Avg. price 1M:   1.519
Avg. volume 1M:   10
Avg. price 6M:   1.035
Avg. volume 6M:   9.302
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.82%
Volatility 6M:   165.35%
Volatility 1Y:   -
Volatility 3Y:   -