DZ Bank Call 460 BRK.B 20.12.2024/  DE000DJ2F0R6  /

EUWAX
2024-10-31  8:11:38 AM Chg.-0.07 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.09EUR -6.03% -
Bid Size: -
-
Ask Size: -
Berkshire Hathaway I... 460.00 USD 2024-12-20 Call
 

Master data

WKN: DJ2F0R
Issuer: DZ Bank AG
Currency: EUR
Underlying: Berkshire Hathaway Inc
Type: Warrant
Option type: Call
Strike price: 460.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.08
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.12
Parity: -0.46
Time value: 1.13
Break-even: 434.94
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 1.80%
Delta: 0.48
Theta: -0.14
Omega: 17.78
Rho: 0.26
 

Quote data

Open: 1.09
High: 1.09
Low: 1.09
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.35%
1 Month
  -27.33%
3 Months
  -28.29%
YTD  
+626.67%
1 Year  
+275.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 1.16
1M High / 1M Low: 1.83 1.16
6M High / 6M Low: 3.20 0.32
High (YTD): 2024-09-05 3.20
Low (YTD): 2024-01-18 0.17
52W High: 2024-09-05 3.20
52W Low: 2023-12-29 0.15
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.49
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   0.00
Avg. price 1Y:   0.82
Avg. volume 1Y:   15.63
Volatility 1M:   192.10%
Volatility 6M:   217.32%
Volatility 1Y:   200.83%
Volatility 3Y:   -