DZ Bank Call 75 VBK 17.06.2022/  DE000DV395F4  /

Frankfurt Zert./DZB
10/20/2021  7:35:04 PM Chg.-0.110 Bid7:59:04 PM Ask7:59:04 PM Underlying Strike price Expiration date Option type
0.490EUR -18.33% 0.490
Bid Size: 12,000
0.580
Ask Size: 12,000
VERBIO VER.BIOENERGI... 75.00 - 6/17/2022 Call

Master data

WKN: DV395F
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 6/17/2022
Issue date: 7/28/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.10
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.59
Parity: -1.14
Time value: 0.63
Break-even: 81.30
Moneyness: 0.85
Premium: 0.28
Premium p.a.: 0.45
Spread abs.: 0.12
Spread %: 19.05%
Delta: 0.32
Theta: -0.01
Omega: 3.20
Rho: 0.09
 

Quote data

Open: 0.560
High: 0.590
Low: 0.480
Previous Close: 0.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+36.11%
1 Month  
+113.04%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.360
1M High / 1M Low: 0.600 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   369.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -