DZ Bank Call 65 VBK 17.06.2022/  DE000DV23X06  /

EUWAX
12/8/2021  8:33:03 AM Chg.+0.200 Bid1:21:38 PM Ask1:21:38 PM Underlying Strike price Expiration date Option type
0.860EUR +30.30% 0.890
Bid Size: 40,000
0.930
Ask Size: 40,000
VERBIO VER.BIOENERGI... 65.00 EUR 6/17/2022 Call

Master data

WKN: DV23X0
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 6/17/2022
Issue date: 5/31/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.52
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.59
Parity: -0.05
Time value: 0.99
Break-even: 74.90
Moneyness: 0.99
Premium: 0.16
Premium p.a.: 0.33
Spread abs.: 0.10
Spread %: 10.10%
Delta: 0.44
Theta: -0.01
Omega: 2.89
Rho: 0.10
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.86%
1 Month
  -32.28%
3 Months  
+75.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.210 0.660
1M High / 1M Low: 1.620 0.660
6M High / 6M Low: 1.620 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.902
Avg. volume 1W:   0.000
Avg. price 1M:   1.014
Avg. volume 1M:   409.091
Avg. price 6M:   0.591
Avg. volume 6M:   89.695
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.65%
Volatility 6M:   264.16%
Volatility 1Y:   -
Volatility 3Y:   -