DZ Bank Call 50 VBK 17.06.2022/  DE000DV2KYV0  /

EUWAX
12/3/2021  8:33:36 AM Chg.-0.090 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.700EUR -11.39% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 50.00 EUR 6/17/2022 Call

Master data

WKN: DV2KYV
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 6/17/2022
Issue date: 4/29/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 8.09
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 1.23
Implied volatility: 0.54
Historic volatility: 0.58
Parity: 1.23
Time value: -0.46
Break-even: 57.70
Moneyness: 1.25
Premium: -0.07
Premium p.a.: -0.13
Spread abs.: 0.10
Spread %: 12.99%
Delta: 0.49
Theta: 0.01
Omega: 4.00
Rho: 0.12
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.11%
1 Month
  -16.67%
3 Months  
+22.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.690
1M High / 1M Low: 0.840 0.690
6M High / 6M Low: 0.840 0.260
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.765
Avg. volume 1M:   0.000
Avg. price 6M:   0.547
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.30%
Volatility 6M:   135.37%
Volatility 1Y:   -
Volatility 3Y:   -