DZ Bank Call 45 VBK 17.12.2021/  DE000DV0EL71  /

Frankfurt Zert./DZB
10/15/2021  9:34:48 PM Chg.+0.020 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
1.650EUR +1.23% 1.610
Bid Size: 6,000
1.910
Ask Size: 6,000
VERBIO VER.BIOENERGI... 45.00 EUR 12/17/2021 Call

Master data

WKN: DV0EL7
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 12/17/2021
Issue date: 1/12/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 1.63
Implied volatility: 1.38
Historic volatility: 0.59
Parity: 1.63
Time value: 0.29
Break-even: 64.10
Moneyness: 1.36
Premium: 0.05
Premium p.a.: 0.31
Spread abs.: 0.30
Spread %: 15.71%
Delta: 0.74
Theta: -0.05
Omega: 2.39
Rho: 0.05
 

Quote data

Open: 1.630
High: 1.790
Low: 1.610
Previous Close: 1.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+47.32%
1 Month  
+44.74%
3 Months  
+236.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.650 1.260
1M High / 1M Low: 1.650 0.660
6M High / 6M Low: 1.650 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.468
Avg. volume 1W:   0.000
Avg. price 1M:   1.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.756
Avg. volume 6M:   44.543
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   313.65%
Volatility 6M:   239.54%
Volatility 1Y:   -
Volatility 3Y:   -