DZ Bank Call 60 VBK 18.03.2022/  DE000DV2KV04  /

Frankfurt Zert./DZB
11/30/2021  9:35:01 PM Chg.+0.170 Bid9:58:20 PM Ask11/30/2021 Underlying Strike price Expiration date Option type
1.160EUR +17.17% 1.150
Bid Size: 4,000
-
Ask Size: -
VERBIO VER.BIOENERGI... 60.00 EUR 3/18/2022 Call

Master data

WKN: DV2KV0
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 3/18/2022
Issue date: 4/29/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.84
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.55
Implied volatility: 0.94
Historic volatility: 0.57
Parity: 0.55
Time value: 0.58
Break-even: 71.20
Moneyness: 1.09
Premium: 0.09
Premium p.a.: 0.33
Spread abs.: 0.12
Spread %: 10.71%
Delta: 0.54
Theta: -0.02
Omega: 3.15
Rho: 0.07
 

Quote data

Open: 0.870
High: 1.230
Low: 0.790
Previous Close: 0.990
Turnover: 1,540
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.10%
1 Month
  -8.66%
3 Months  
+136.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.990 0.730
1M High / 1M Low: 1.690 0.730
6M High / 6M Low: 1.690 0.150
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   1.171
Avg. volume 1M:   619.048
Avg. price 6M:   0.568
Avg. volume 6M:   418.908
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.10%
Volatility 6M:   295.11%
Volatility 1Y:   -
Volatility 3Y:   -