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DZ Bank Call 520 UNH 20.12.2024/  DE000DJ4EM30  /

Frankfurt Zert./DZB
2024-06-03  11:04:31 AM Chg.-0.050 Bid11:22:29 AM Ask11:22:29 AM Underlying Strike price Expiration date Option type
2.590EUR -1.89% 2.580
Bid Size: 3,000		 2.700
Ask Size: 3,000		 UnitedHealth Group I... 520.00 USD 2024-12-20 Call
 

Master data

WKN: DJ4EM3
Issuer: DZ Bank AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 520.00 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: 17.03
Leverage: Yes

Calculated values

Fair value: 2.16
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -2.27
Time value: 2.68
Break-even: 505.95
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 1.13%
Delta: 0.47
Theta: -0.10
Omega: 8.05
Rho: 1.04
 

Quote data

Open: 2.730
High: 2.730
Low: 2.560
Previous Close: 2.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.67%
1 Month
  -3.00%
3 Months
  -15.64%
YTD
  -53.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.000 2.110
1M High / 1M Low: 4.160 2.110
6M High / 6M Low: 7.850 1.290
High (YTD): 2024-01-04 6.720
Low (YTD): 2024-04-12 1.290
52W High: - -
52W Low: - -
Avg. price 1W:   2.564
Avg. volume 1W:   0.000
Avg. price 1M:   3.296
Avg. volume 1M:   0.000
Avg. price 6M:   4.010
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.81%
Volatility 6M:   162.67%
Volatility 1Y:   -
Volatility 3Y:   -