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DZ Bank Call 620 UNH 20.12.2024/  DE000DJ4EM71  /

Frankfurt Zert./DZB
2024-09-20  9:34:48 PM Chg.-0.060 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
1.300EUR -4.41% 1.270
Bid Size: 5,000		 1.300
Ask Size: 5,000		 UnitedHealth Group I... 620.00 USD 2024-12-20 Call
 

Master data

WKN: DJ4EM7
Issuer: DZ Bank AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 620.00 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: 39.62
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -4.03
Time value: 1.30
Break-even: 568.39
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.49
Spread abs.: 0.03
Spread %: 2.36%
Delta: 0.32
Theta: -0.15
Omega: 12.80
Rho: 0.38
 

Quote data

Open: 1.370
High: 1.470
Low: 1.240
Previous Close: 1.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -38.10%
1 Month
  -23.98%
3 Months  
+225.00%
YTD
  -23.08%
1 Year
  -35.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.950 1.300
1M High / 1M Low: 2.490 1.300
6M High / 6M Low: 2.610 0.340
High (YTD): 2024-08-02 2.610
Low (YTD): 2024-04-12 0.340
52W High: 2023-10-13 3.440
52W Low: 2024-04-12 0.340
Avg. price 1W:   1.538
Avg. volume 1W:   0.000
Avg. price 1M:   1.928
Avg. volume 1M:   0.000
Avg. price 6M:   1.046
Avg. volume 6M:   0.000
Avg. price 1Y:   1.502
Avg. volume 1Y:   0.000
Volatility 1M:   196.18%
Volatility 6M:   228.77%
Volatility 1Y:   195.40%
Volatility 3Y:   -