DZ Bank Call 50 VBK 18.03.2022/  DE000DV1XLA6  /

EUWAX
10/20/2021  8:46:59 AM Chg.+0.10 Bid4:23:48 PM Ask4:23:48 PM Underlying Strike price Expiration date Option type
1.63EUR +6.54% 1.52
Bid Size: 40,000
1.59
Ask Size: 40,000
VERBIO VER.BIOENERGI... 50.00 EUR 3/18/2022 Call

Master data

WKN: DV1XLA
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 3/18/2022
Issue date: 3/26/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.40
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.36
Implied volatility: 1.16
Historic volatility: 0.59
Parity: 1.36
Time value: 0.51
Break-even: 68.70
Moneyness: 1.27
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.21
Spread %: 11.23%
Delta: 0.65
Theta: -0.02
Omega: 2.21
Rho: 0.09
 

Quote data

Open: 1.63
High: 1.63
Low: 1.63
Previous Close: 1.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.14%
1 Month  
+87.36%
3 Months  
+328.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.53 1.18
1M High / 1M Low: 1.53 0.58
6M High / 6M Low: 1.53 0.19
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   0.00
Avg. price 6M:   0.69
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.34%
Volatility 6M:   237.85%
Volatility 1Y:   -
Volatility 3Y:   -