DZ Bank Call 60 VBK 17.06.2022/  DE000DV0MW52  /

EUWAX
12/6/2021  8:33:46 AM Chg.-0.150 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.960EUR -13.51% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 60.00 EUR 6/17/2022 Call

Master data

WKN: DV0MW5
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 6/17/2022
Issue date: 1/22/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.11
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.23
Implied volatility: 0.89
Historic volatility: 0.58
Parity: 0.23
Time value: 0.79
Break-even: 70.20
Moneyness: 1.04
Premium: 0.13
Premium p.a.: 0.25
Spread abs.: 0.10
Spread %: 9.80%
Delta: 0.47
Theta: -0.01
Omega: 2.85
Rho: 0.10
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 1.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -40.37%
3 Months  
+52.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.470 0.990
1M High / 1M Low: 1.920 0.990
6M High / 6M Low: 1.920 0.260
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.142
Avg. volume 1W:   856
Avg. price 1M:   1.305
Avg. volume 1M:   298
Avg. price 6M:   0.761
Avg. volume 6M:   403.108
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.94%
Volatility 6M:   245.16%
Volatility 1Y:   -
Volatility 3Y:   -