DZ Bank Call 80 VBK 17.06.2022/  DE000DV4JRQ2  /

EUWAX
11/30/2021  8:25:20 AM Chg.+0.070 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.320EUR +28.00% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 80.00 EUR 6/17/2022 Call

Master data

WKN: DV4JRQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 6/17/2022
Issue date: 8/11/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.64
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.57
Parity: -1.46
Time value: 0.48
Break-even: 84.80
Moneyness: 0.82
Premium: 0.30
Premium p.a.: 0.61
Spread abs.: 0.12
Spread %: 25.00%
Delta: 0.27
Theta: -0.01
Omega: 3.71
Rho: 0.07
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.57%
1 Month
  -34.69%
3 Months  
+52.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.840 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.517
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -