DZ Bank Call 510 UNH 20.12.2024
/ DE000DJ4EM22
DZ Bank Call 510 UNH 20.12.2024/ DE000DJ4EM22 /
2024-05-21 3:35:30 PM |
Chg.-0.040 |
Bid3:52:25 PM |
Ask3:52:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.220EUR |
-0.94% |
4.370 Bid Size: 7,500 |
4.400 Ask Size: 7,500 |
UnitedHealth Group I... |
510.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
DJ4EM2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
510.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-25 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.74 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
0.67 |
Time value: |
3.58 |
Break-even: |
512.10 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
0.71% |
Delta: |
0.61 |
Theta: |
-0.10 |
Omega: |
6.89 |
Rho: |
1.46 |
Quote data
Open: |
4.240 |
High: |
4.240 |
Low: |
4.130 |
Previous Close: |
4.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.72% |
1 Month |
|
|
+6.57% |
3 Months |
|
|
-19.16% |
YTD |
|
|
-30.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.710 |
4.190 |
1M High / 1M Low: |
4.710 |
2.750 |
6M High / 6M Low: |
8.470 |
1.490 |
High (YTD): |
2024-01-04 |
7.310 |
Low (YTD): |
2024-04-12 |
1.490 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.616 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.773 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.28% |
Volatility 6M: |
|
149.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |