DZ Bank Call 480 UNH 20.12.2024
/ DE000DJ4EM14
DZ Bank Call 480 UNH 20.12.2024/ DE000DJ4EM14 /
| 21/05/2024 17:05:02 |
Chg.+0.100 |
Bid21/05/2024 |
Ask21/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.140EUR |
+1.66% |
6.160
Bid Size: 7,500 |
6.190
Ask Size: 7,500 |
UnitedHealth Group I... |
480.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
DJ4EM1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
25/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.47 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
3.43 |
| Time value: |
2.59 |
| Break-even: |
502.17 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.50% |
| Delta: |
0.73 |
| Theta: |
-0.10 |
| Omega: |
5.77 |
| Rho: |
1.68 |
Quote data
| Open: |
6.020 |
| High: |
6.170 |
| Low: |
5.890 |
| Previous Close: |
6.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.37% |
| 1 Month |
|
|
+10.83% |
| 3 Months |
|
|
-12.78% |
| YTD |
|
|
-22.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.530 |
5.940 |
| 1M High / 1M Low: |
6.530 |
4.150 |
| 6M High / 6M Low: |
10.430 |
2.340 |
| High (YTD): |
04/01/2024 |
9.260 |
| Low (YTD): |
12/04/2024 |
2.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.11% |
| Volatility 6M: |
|
131.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
