DZ Bank Call 68 VBK 17.06.2022/  DE000DV25FN4  /

Frankfurt Zert./DZB
10/15/2021  9:35:14 PM Chg.+0.030 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
0.680EUR +4.62% 0.660
Bid Size: 6,000
0.780
Ask Size: 6,000
VERBIO VER.BIOENERGI... 68.00 EUR 6/17/2022 Call

Master data

WKN: DV25FN
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 68.00 EUR
Maturity: 6/17/2022
Issue date: 6/2/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.17
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.59
Parity: -0.68
Time value: 0.75
Break-even: 75.50
Moneyness: 0.90
Premium: 0.23
Premium p.a.: 0.37
Spread abs.: 0.12
Spread %: 16.00%
Delta: 0.36
Theta: -0.01
Omega: 2.97
Rho: 0.10
 

Quote data

Open: 0.640
High: 0.700
Low: 0.620
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+65.85%
1 Month  
+51.11%
3 Months  
+240.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.680 0.440
1M High / 1M Low: 0.680 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.466
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -