DZ Bank Call 80 VBK 18.03.2022/  DE000DV4JRP4  /

EUWAX
12/1/2021  8:24:11 AM Chg.+0.120 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.250EUR +92.31% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 80.00 EUR 3/18/2022 Call

Master data

WKN: DV4JRP
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 3/18/2022
Issue date: 8/11/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.07
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.57
Parity: -1.18
Time value: 0.34
Break-even: 83.40
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.98
Spread abs.: 0.11
Spread %: 32.35%
Delta: 0.26
Theta: -0.02
Omega: 5.17
Rho: 0.04
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+127.27%
1 Month
  -24.24%
3 Months  
+257.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.080
1M High / 1M Low: 0.570 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   558.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -