DZ Bank Call 60 VBK 18.03.2022/  DE000DV2KV04  /

EUWAX
12/6/2021  9:13:28 AM Chg.-0.070 Bid9:30:19 AM Ask9:30:19 AM Underlying Strike price Expiration date Option type
0.720EUR -8.86% 0.660
Bid Size: 40,000
0.700
Ask Size: 40,000
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: 7.99
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.23
Implied volatility: 0.82
Historic volatility: 0.58
Parity: 0.23
Time value: 0.55
Break-even: 67.80
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.35
Spread abs.: 0.10
Spread %: 12.82%
Delta: 0.47
Theta: -0.02
Omega: 3.78
Rho: 0.06
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.37%
1 Month
  -56.89%
3 Months  
+67.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.210 0.730
1M High / 1M Low: 1.670 0.730
6M High / 6M Low: 1.670 0.160
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.890
Avg. volume 1W:   550
Avg. price 1M:   1.066
Avg. volume 1M:   167.500
Avg. price 6M:   0.582
Avg. volume 6M:   25.769
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   301.10%
Volatility 6M:   301.99%
Volatility 1Y:   -
Volatility 3Y:   -