DZ Bank Put 36 VBK 17.06.2022/  DE000DV0BTS9  /

EUWAX
10/15/2021  8:43:40 AM Chg.-0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.180EUR -14.29% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 36.00 EUR 6/17/2022 Put

Master data

WKN: DV0BTS
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Put
Strike price: 36.00 EUR
Maturity: 6/17/2022
Issue date: 1/8/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -21.12
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.59
Parity: -2.53
Time value: 0.29
Break-even: 33.10
Moneyness: 0.59
Premium: 0.46
Premium p.a.: 0.76
Spread abs.: 0.12
Spread %: 41.38%
Delta: -0.24
Theta: -0.04
Omega: -5.17
Rho: -0.12
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -33.33%
3 Months
  -66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.180
1M High / 1M Low: 0.380 0.180
6M High / 6M Low: 1.090 0.180
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.274
Avg. volume 1M:   0.000
Avg. price 6M:   0.520
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.07%
Volatility 6M:   139.79%
Volatility 1Y:   -
Volatility 3Y:   -