DZ Bank Call 76 VBK 17.06.2022/  DE000DV4GG15  /

Frankfurt Zert./DZB
10/26/2021  2:35:18 PM Chg.-0.080 Bid2:35:53 PM Ask2:35:53 PM Underlying Strike price Expiration date Option type
0.600EUR -11.76% 0.610
Bid Size: 40,000
0.650
Ask Size: 40,000
VERBIO VER.BIOENERGI... 76.00 EUR 6/17/2022 Call

Master data

WKN: DV4GG1
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 76.00 EUR
Maturity: 6/17/2022
Issue date: 8/6/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.58
Parity: -0.86
Time value: 0.80
Break-even: 84.00
Moneyness: 0.89
Premium: 0.25
Premium p.a.: 0.41
Spread abs.: 0.12
Spread %: 15.00%
Delta: 0.36
Theta: -0.01
Omega: 3.01
Rho: 0.10
 

Quote data

Open: 0.680
High: 0.680
Low: 0.600
Previous Close: 0.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month  
+140.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.680 0.490
1M High / 1M Low: 0.680 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   308.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -