DZ Bank Call 55 VBK 17.12.2021/  DE000DV0MCS2  /

Frankfurt Zert./DZB
10/15/2021  9:34:54 PM Chg.+0.030 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
0.880EUR +3.53% 0.860
Bid Size: 6,000
0.980
Ask Size: 6,000
VERBIO VER.BIOENERGI... 55.00 EUR 12/17/2021 Call

Master data

WKN: DV0MCS
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 12/17/2021
Issue date: 1/21/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.38
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.63
Implied volatility: 0.93
Historic volatility: 0.59
Parity: 0.63
Time value: 0.34
Break-even: 64.60
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.37
Spread abs.: 0.12
Spread %: 12.50%
Delta: 0.59
Theta: -0.03
Omega: 3.75
Rho: 0.04
 

Quote data

Open: 0.850
High: 0.950
Low: 0.820
Previous Close: 0.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+83.33%
1 Month  
+69.23%
3 Months  
+388.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.880 0.570
1M High / 1M Low: 0.880 0.200
6M High / 6M Low: 0.880 0.080
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   0.332
Avg. volume 6M:   65.891
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   552.90%
Volatility 6M:   381.99%
Volatility 1Y:   -
Volatility 3Y:   -