DZ Bank Call 340 BRYN 21.06.2024
/ DE000DW5Q385
DZ Bank Call 340 BRYN 21.06.2024/ DE000DW5Q385 /
2024-06-11 8:07:50 AM |
Chg.-0.23 |
Bid5:35:41 PM |
Ask5:35:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.57EUR |
-3.38% |
6.39 Bid Size: 20,000 |
- Ask Size: - |
BERKSH. H.B NEW DL-,... |
340.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW5Q38 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BERKSH. H.B NEW DL-,00333 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.20 |
Intrinsic value: |
4.17 |
Implied volatility: |
1.85 |
Historic volatility: |
0.11 |
Parity: |
4.17 |
Time value: |
2.63 |
Break-even: |
408.00 |
Moneyness: |
1.12 |
Premium: |
0.07 |
Premium p.a.: |
10.41 |
Spread abs.: |
0.12 |
Spread %: |
1.80% |
Delta: |
0.70 |
Theta: |
-2.04 |
Omega: |
3.95 |
Rho: |
0.05 |
Quote data
Open: |
6.57 |
High: |
6.57 |
Low: |
6.57 |
Previous Close: |
6.80 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.74% |
1 Month |
|
|
-1.94% |
3 Months |
|
|
+1.55% |
YTD |
|
|
+115.41% |
1 Year |
|
|
+112.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.97 |
6.60 |
1M High / 1M Low: |
7.34 |
5.79 |
6M High / 6M Low: |
7.99 |
2.91 |
High (YTD): |
2024-04-04 |
7.99 |
Low (YTD): |
2024-01-18 |
3.15 |
52W High: |
2024-04-04 |
7.99 |
52W Low: |
2023-10-27 |
2.29 |
Avg. price 1W: |
|
6.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.72 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.86 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.67 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
86.40% |
Volatility 6M: |
|
80.45% |
Volatility 1Y: |
|
82.43% |
Volatility 3Y: |
|
- |