DZ Bank Call 76 VBK 17.06.2022/  DE000DV4GG15  /

EUWAX
11/26/2021  8:24:29 AM Chg.+0.030 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.400EUR +8.11% -
Bid Size: -
-
Ask Size: -
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: 14.06
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.57
Parity: -1.28
Time value: 0.45
Break-even: 80.50
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.55
Spread abs.: 0.12
Spread %: 26.67%
Delta: 0.27
Theta: -0.01
Omega: 3.79
Rho: 0.07
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -32.20%
3 Months  
+48.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.520 0.370
1M High / 1M Low: 1.010 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.654
Avg. volume 1M:   21.739
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -