DZ Bank Call 340 BRK.B 20.12.2024
/ DE000DJ4ACB1
DZ Bank Call 340 BRK.B 20.12.2024/ DE000DJ4ACB1 /
| 2024-06-04 8:18:55 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.05EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Berkshire Hathaway I... |
340.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4ACB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Berkshire Hathaway Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.48 |
| Intrinsic value: |
6.86 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.11 |
| Parity: |
6.86 |
| Time value: |
1.34 |
| Break-even: |
393.72 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.14 |
| Spread %: |
1.74% |
| Delta: |
0.86 |
| Theta: |
-0.07 |
| Omega: |
3.97 |
| Rho: |
1.33 |
Quote data
| Open: |
8.05 |
| High: |
8.05 |
| Low: |
8.05 |
| Previous Close: |
8.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.54% |
| 1 Month |
|
|
+8.34% |
| 3 Months |
|
|
+6.48% |
| YTD |
|
|
+95.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.20 |
6.99 |
| 1M High / 1M Low: |
8.47 |
6.99 |
| 6M High / 6M Low: |
9.15 |
3.97 |
| High (YTD): |
2024-04-04 |
9.15 |
| Low (YTD): |
2024-01-17 |
4.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.13% |
| Volatility 6M: |
|
63.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
