DZ Bank Call 640 UNH 20.12.2024/  DE000DJ232B4  /

EUWAX
9/20/2024  8:11:53 AM Chg.-0.27 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.92EUR -22.69% -
Bid Size: -
-
Ask Size: -
UnitedHealth Group I... 640.00 USD 12/20/2024 Call
 

Master data

WKN: DJ232B
Issuer: DZ Bank AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 640.00 USD
Maturity: 12/20/2024
Issue date: 10/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.87
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -5.64
Time value: 0.96
Break-even: 583.10
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.62
Spread abs.: 0.03
Spread %: 3.23%
Delta: 0.25
Theta: -0.13
Omega: 13.65
Rho: 0.30
 

Quote data

Open: 0.92
High: 0.92
Low: 0.92
Previous Close: 1.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.77%
1 Month
  -23.33%
3 Months  
+142.11%
YTD
  -22.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.34 1.07
1M High / 1M Low: 1.85 1.07
6M High / 6M Low: 1.85 0.28
High (YTD): 9/5/2024 1.85
Low (YTD): 4/12/2024 0.28
52W High: - -
52W Low: - -
Avg. price 1W:   1.24
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.45%
Volatility 6M:   235.54%
Volatility 1Y:   -
Volatility 3Y:   -