DZ Bank Put 560 UNH 20.12.2024
/ DE000DJ29SE3
DZ Bank Put 560 UNH 20.12.2024/ DE000DJ29SE3 /
| 2024-05-21 8:32:32 AM |
Chg.+0.41 |
Bid5:25:25 PM |
Ask5:25:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.05EUR |
+8.84% |
4.78
Bid Size: 7,500 |
4.81
Ask Size: 7,500 |
UnitedHealth Group I... |
560.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
DJ29SE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.56 |
| Intrinsic value: |
3.94 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
3.94 |
| Time value: |
1.15 |
| Break-even: |
464.74 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.59% |
| Delta: |
-0.59 |
| Theta: |
-0.04 |
| Omega: |
-5.53 |
| Rho: |
-1.94 |
Quote data
| Open: |
5.05 |
| High: |
5.05 |
| Low: |
5.05 |
| Previous Close: |
4.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.35% |
| 1 Month |
|
|
-29.27% |
| 3 Months |
|
|
-3.99% |
| YTD |
|
|
-1.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.51 |
4.64 |
| 1M High / 1M Low: |
7.50 |
4.64 |
| 6M High / 6M Low: |
11.10 |
4.25 |
| High (YTD): |
2024-04-15 |
11.10 |
| Low (YTD): |
2024-01-04 |
4.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.73% |
| Volatility 6M: |
|
111.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
