DZ Bank Put 520 UNH 20.12.2024
/ DE000DJ4EN05
DZ Bank Put 520 UNH 20.12.2024/ DE000DJ4EN05 /
| 21/05/2024 19:05:02 |
Chg.-0.180 |
Bid19:23:56 |
Ask19:23:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.670EUR |
-6.32% |
2.660
Bid Size: 10,000 |
2.690
Ask Size: 10,000 |
UnitedHealth Group I... |
520.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
DJ4EN0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
25/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.26 |
| Time value: |
2.65 |
| Break-even: |
449.71 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.04% |
| Delta: |
-0.43 |
| Theta: |
-0.05 |
| Omega: |
-6.99 |
| Rho: |
-1.36 |
Quote data
| Open: |
2.880 |
| High: |
2.950 |
| Low: |
2.640 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.59% |
| 1 Month |
|
|
-33.91% |
| 3 Months |
|
|
-17.34% |
| YTD |
|
|
-17.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
2.640 |
| 1M High / 1M Low: |
4.720 |
2.640 |
| 6M High / 6M Low: |
8.070 |
2.640 |
| High (YTD): |
12/04/2024 |
8.070 |
| Low (YTD): |
17/05/2024 |
2.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.907 |
| Avg. volume 6M: |
|
192.677 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.00% |
| Volatility 6M: |
|
147.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
