DZ Bank Call 80 VBK 16.06.2023/  DE000DV4JRS8  /

Frankfurt Zert./DZB
12/7/2021  5:04:39 PM Chg.+0.160 Bid5:27:20 PM Ask5:27:20 PM Underlying Strike price Expiration date Option type
0.890EUR +21.92% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 80.00 EUR 6/16/2023 Call

Master data

WKN: DV4JRS
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 6/16/2023
Issue date: 8/11/2021
Last trading day: 6/15/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.19
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.59
Parity: -2.04
Time value: 0.83
Break-even: 88.30
Moneyness: 0.75
Premium: 0.48
Premium p.a.: 0.29
Spread abs.: 0.10
Spread %: 12.05%
Delta: 0.31
Theta: 0.00
Omega: 2.26
Rho: 0.16
 

Quote data

Open: 0.720
High: 0.920
Low: 0.720
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.54%
1 Month
  -27.64%
3 Months  
+39.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.200 0.730
1M High / 1M Low: 1.550 0.730
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   1.085
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -