DZ Bank Call 52 VBK 18.03.2022/  DE000DV10DQ4  /

EUWAX
10/15/2021  8:13:04 AM Chg.+0.16 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.27EUR +14.41% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 52.00 EUR 3/18/2022 Call

Master data

WKN: DV10DQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 3/18/2022
Issue date: 3/30/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.99
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.84
Implied volatility: 0.91
Historic volatility: 0.60
Parity: 0.84
Time value: 0.38
Break-even: 64.10
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.12
Spread %: 9.92%
Delta: 0.56
Theta: -0.01
Omega: 2.79
Rho: 0.09
 

Quote data

Open: 1.27
High: 1.27
Low: 1.27
Previous Close: 1.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.28%
1 Month  
+28.28%
3 Months  
+243.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.11 0.91
1M High / 1M Low: 1.11 0.50
6M High / 6M Low: 1.14 0.17
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   0.89
Avg. volume 1M:   90.91
Avg. price 6M:   0.58
Avg. volume 6M:   15.38
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.55%
Volatility 6M:   247.79%
Volatility 1Y:   -
Volatility 3Y:   -