DZ Bank Call 560 UNH 20.12.2024/  DE000DJ4EM63  /

EUWAX
2024-06-20  8:06:39 AM Chg.-0.030 Bid10:10:07 AM Ask10:10:07 AM Underlying Strike price Expiration date Option type
0.950EUR -3.06% 0.990
Bid Size: 2,500
1.050
Ask Size: 2,500
UnitedHealth Group I... 560.00 USD 2024-12-20 Call
 

Master data

WKN: DJ4EM6
Issuer: DZ Bank AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 560.00 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: 45.21
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -7.35
Time value: 0.99
Break-even: 530.97
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.41
Spread abs.: 0.06
Spread %: 6.45%
Delta: 0.24
Theta: -0.07
Omega: 10.86
Rho: 0.49
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.84%
1 Month
  -58.33%
3 Months
  -40.63%
YTD
  -71.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.980
1M High / 1M Low: 2.280 0.920
6M High / 6M Low: 4.470 0.660
High (YTD): 2024-01-04 4.470
Low (YTD): 2024-04-12 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   1.124
Avg. volume 1W:   0.000
Avg. price 1M:   1.436
Avg. volume 1M:   0.000
Avg. price 6M:   2.025
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.94%
Volatility 6M:   203.39%
Volatility 1Y:   -
Volatility 3Y:   -