DZ Bank Call 60 VBK 17.12.2021/  DE000DV0MW45  /

Frankfurt Zert./DZB
12/6/2021  9:35:21 PM Chg.-0.010 Bid9:58:18 PM Ask9:58:18 PM Underlying Strike price Expiration date Option type
0.310EUR -3.13% 0.320
Bid Size: 4,000
0.420
Ask Size: 4,000
VERBIO VER.BIOENERGI... 60.00 EUR 12/17/2021 Call

Master data

WKN: DV0MW4
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 12/17/2021
Issue date: 1/22/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.49
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.23
Implied volatility: 0.85
Historic volatility: 0.58
Parity: 0.23
Time value: 0.20
Break-even: 64.30
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 1.85
Spread abs.: 0.10
Spread %: 23.26%
Delta: 0.58
Theta: -0.11
Omega: 8.46
Rho: 0.01
 

Quote data

Open: 0.360
High: 0.410
Low: 0.220
Previous Close: 0.320
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -62.65%
1 Month
  -69.61%
3 Months  
+19.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.920 0.310
1M High / 1M Low: 1.460 0.310
6M High / 6M Low: 1.460 0.062
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.725
Avg. volume 1M:   3,161.905
Avg. price 6M:   0.387
Avg. volume 6M:   3,920.611
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   497.53%
Volatility 6M:   504.15%
Volatility 1Y:   -
Volatility 3Y:   -