DZ Bank Put 52 VBK 18.03.2022/  DE000DV395K4  /

EUWAX
11/29/2021  8:42:09 AM Chg.-0.010 Bid2:55:44 PM Ask2:55:44 PM Underlying Strike price Expiration date Option type
0.270EUR -3.57% 0.230
Bid Size: 40,000
0.270
Ask Size: 40,000
VERBIO VER.BIOENERGI... 52.00 EUR 3/18/2022 Put

Master data

WKN: DV395K
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Put
Strike price: 52.00 EUR
Maturity: 3/18/2022
Issue date: 7/28/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.22
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.57
Parity: -1.13
Time value: 0.39
Break-even: 48.10
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 1.05
Spread abs.: 0.12
Spread %: 30.77%
Delta: -0.41
Theta: -0.07
Omega: -6.60
Rho: -0.09
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+8.00%
3 Months
  -70.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.310 0.240
1M High / 1M Low: 0.310 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -