DZ Bank Call 420 UNH 21.06.2024
/ DE000DJ3GCS4
DZ Bank Call 420 UNH 21.06.2024/ DE000DJ3GCS4 /
2024-06-20 5:05:06 PM |
Chg.+0.120 |
Bid5:25:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.630EUR |
+2.18% |
5.740 Bid Size: 7,500 |
- Ask Size: - |
UNITEDHEALTH GROUP D... |
420.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DJ3GCS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
UNITEDHEALTH GROUP DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-23 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.77 |
Intrinsic value: |
2.76 |
Implied volatility: |
4.40 |
Historic volatility: |
0.19 |
Parity: |
2.76 |
Time value: |
2.75 |
Break-even: |
475.10 |
Moneyness: |
1.07 |
Premium: |
0.06 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.65 |
Theta: |
-19.06 |
Omega: |
5.30 |
Rho: |
0.01 |
Quote data
Open: |
5.580 |
High: |
5.850 |
Low: |
5.570 |
Previous Close: |
5.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.24% |
1 Month |
|
|
-38.87% |
3 Months |
|
|
-25.33% |
YTD |
|
|
-48.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.240 |
5.510 |
1M High / 1M Low: |
9.710 |
5.510 |
6M High / 6M Low: |
12.520 |
3.080 |
High (YTD): |
2024-01-04 |
12.520 |
Low (YTD): |
2024-04-12 |
3.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.444 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.407 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.186 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.17% |
Volatility 6M: |
|
142.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |