DZ Bank Call 68 VBK 17.12.2021/  DE000DV25FL8  /

EUWAX
10/25/2021  8:16:15 AM Chg.+0.010 Bid10:10:16 AM Ask10:10:16 AM Underlying Strike price Expiration date Option type
0.300EUR +3.45% 0.380
Bid Size: 40,000
0.420
Ask Size: 40,000
VERBIO VER.BIOENERGI... 68.00 EUR 12/17/2021 Call

Master data

WKN: DV25FL
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 68.00 EUR
Maturity: 12/17/2021
Issue date: 6/2/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.96
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.58
Parity: -0.36
Time value: 0.38
Break-even: 71.80
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 1.10
Spread abs.: 0.12
Spread %: 31.58%
Delta: 0.36
Theta: -0.03
Omega: 6.14
Rho: 0.03
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month  
+275.00%
3 Months  
+837.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.210
1M High / 1M Low: 0.300 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   661.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -