DZ Bank Put 520 UNH 20.12.2024
/ DE000DJ4EN05
DZ Bank Put 520 UNH 20.12.2024/ DE000DJ4EN05 /
2024-09-20 8:06:31 AM |
Chg.+0.040 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+4.82% |
- Bid Size: - |
- Ask Size: - |
UnitedHealth Group I... |
520.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-07-25 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-55.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
-4.93 |
Time value: |
0.93 |
Break-even: |
456.51 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.03 |
Spread %: |
3.33% |
Delta: |
-0.21 |
Theta: |
-0.11 |
Omega: |
-11.39 |
Rho: |
-0.28 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.35% |
1 Month |
|
|
-9.38% |
3 Months |
|
|
-80.49% |
YTD |
|
|
-73.48% |
1 Year |
|
|
-82.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.760 |
1M High / 1M Low: |
1.020 |
0.670 |
6M High / 6M Low: |
7.620 |
0.670 |
High (YTD): |
2024-04-12 |
7.620 |
Low (YTD): |
2024-09-05 |
0.670 |
52W High: |
2024-04-12 |
7.620 |
52W Low: |
2024-09-05 |
0.670 |
Avg. price 1W: |
|
0.832 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.829 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.059 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.425 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
133.02% |
Volatility 6M: |
|
176.54% |
Volatility 1Y: |
|
146.38% |
Volatility 3Y: |
|
- |