DZ Bank Call 460 BRK.B 20.12.2024
/ DE000DJ2F0R6
DZ Bank Call 460 BRK.B 20.12.2024/ DE000DJ2F0R6 /
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: |
|
- |