DZ Bank Call 60 VBK 17.12.2021/  DE000DV0MW45  /

Frankfurt Zert./DZB
10/15/2021  9:34:55 PM Chg.-0.020 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
0.520EUR -3.70% 0.510
Bid Size: 6,000
0.630
Ask Size: 6,000
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: 9.42
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.13
Implied volatility: 0.83
Historic volatility: 0.59
Parity: 0.13
Time value: 0.53
Break-even: 66.50
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.62
Spread abs.: 0.12
Spread %: 18.46%
Delta: 0.48
Theta: -0.03
Omega: 4.54
Rho: 0.04
 

Quote data

Open: 0.540
High: 0.600
Low: 0.500
Previous Close: 0.540
Turnover: 60,900
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+92.59%
1 Month  
+73.33%
3 Months  
+477.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.320
1M High / 1M Low: 0.540 0.090
6M High / 6M Low: 0.540 0.040
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.434
Avg. volume 1W:   29,050
Avg. price 1M:   0.317
Avg. volume 1M:   7,045.238
Avg. price 6M:   0.200
Avg. volume 6M:   3,154.651
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   727.19%
Volatility 6M:   499.21%
Volatility 1Y:   -
Volatility 3Y:   -