DZ Bank Put 52 VBK 17.06.2022/  DE000DV395L2  /

Frankfurt Zert./DZB
12/1/2021  9:34:57 PM Chg.-0.010 Bid9:58:20 PM Ask9:58:20 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.360
Bid Size: 4,000
0.460
Ask Size: 4,000
VERBIO VER.BIOENERGI... 52.00 EUR 6/17/2022 Put

Master data

WKN: DV395L
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Put
Strike price: 52.00 EUR
Maturity: 6/17/2022
Issue date: 7/28/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.52
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.57
Parity: -1.63
Time value: 0.47
Break-even: 47.30
Moneyness: 0.76
Premium: 0.31
Premium p.a.: 0.64
Spread abs.: 0.09
Spread %: 19.15%
Delta: -0.58
Theta: -0.08
Omega: -8.47
Rho: -0.24
 

Quote data

Open: 0.380
High: 0.420
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.73%
1 Month
  -7.50%
3 Months
  -64.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.550 0.380
1M High / 1M Low: 0.550 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.439
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -