DZ Bank Call 420 UNH 21.06.2024
/ DE000DJ3GCS4
DZ Bank Call 420 UNH 21.06.2024/ DE000DJ3GCS4 /
| 6/17/2024 5:34:31 PM |
Chg.-0.610 |
Bid5:48:35 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.600EUR |
-8.46% |
6.550
Bid Size: 10,000 |
-
Ask Size: - |
UNITEDHEALTH GROUP D... |
420.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
6/23/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.46 |
| Intrinsic value: |
4.45 |
| Implied volatility: |
2.52 |
| Historic volatility: |
0.19 |
| Parity: |
4.45 |
| Time value: |
2.76 |
| Break-even: |
492.10 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.14% |
| Delta: |
0.70 |
| Theta: |
-5.38 |
| Omega: |
4.49 |
| Rho: |
0.03 |
Quote data
| Open: |
7.000 |
| High: |
7.130 |
| Low: |
6.560 |
| Previous Close: |
7.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.22% |
| 1 Month |
|
|
-32.52% |
| 3 Months |
|
|
-10.45% |
| YTD |
|
|
-39.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.240 |
6.670 |
| 1M High / 1M Low: |
9.780 |
5.910 |
| 6M High / 6M Low: |
12.520 |
3.080 |
| High (YTD): |
1/4/2024 |
12.520 |
| Low (YTD): |
4/12/2024 |
3.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.03% |
| Volatility 6M: |
|
141.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
