DZ Bank Put 36 VBK 17.06.2022/  DE000DV0BTS9  /

Frankfurt Zert./DZB
10/28/2021  9:34:42 PM Chg.-0.050 Bid9:58:18 PM Ask9:58:18 PM Underlying Strike price Expiration date Option type
0.090EUR -35.71% 0.070
Bid Size: 6,000
0.280
Ask Size: 6,000
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: -22.84
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.58
Parity: -3.03
Time value: 0.29
Break-even: 33.10
Moneyness: 0.54
Premium: 0.50
Premium p.a.: 0.89
Spread abs.: 0.21
Spread %: 72.41%
Delta: -0.19
Theta: -0.04
Omega: -4.25
Rho: -0.10
 

Quote data

Open: 0.150
High: 0.170
Low: 0.090
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.75%
1 Month
  -67.86%
3 Months
  -78.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.100
1M High / 1M Low: 0.330 0.100
6M High / 6M Low: 0.960 0.100
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.467
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.40%
Volatility 6M:   157.08%
Volatility 1Y:   -
Volatility 3Y:   -