DZ Bank Call 420 UNH 21.06.2024
/ DE000DJ3GCS4
DZ Bank Call 420 UNH 21.06.2024/ DE000DJ3GCS4 /
| 2024-05-27 2:35:09 PM |
Chg.-0.190 |
Bid3:01:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.160EUR |
-2.28% |
8.150
Bid Size: 3,000 |
-
Ask Size: - |
UNITEDHEALTH GROUP D... |
420.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3GCS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNITEDHEALTH GROUP DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
4.85 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.20 |
| Parity: |
4.85 |
| Time value: |
3.44 |
| Break-even: |
502.90 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-1.04 |
| Omega: |
3.94 |
| Rho: |
0.17 |
Quote data
| Open: |
8.310 |
| High: |
8.310 |
| Low: |
8.120 |
| Previous Close: |
8.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.40% |
| 1 Month |
|
|
+9.24% |
| 3 Months |
|
|
-20.47% |
| YTD |
|
|
-24.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.710 |
8.350 |
| 1M High / 1M Low: |
9.820 |
6.310 |
| 6M High / 6M Low: |
13.660 |
3.080 |
| High (YTD): |
2024-01-04 |
12.520 |
| Low (YTD): |
2024-04-12 |
3.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.971 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.53% |
| Volatility 6M: |
|
135.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
