DZ Bank Call 480 UNH 20.12.2024
/ DE000DJ4EM14
DZ Bank Call 480 UNH 20.12.2024/ DE000DJ4EM14 /
2024-04-30 9:34:54 PM |
Chg.-0.340 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.150EUR |
-7.57% |
4.160 Bid Size: 5,000 |
4.190 Ask Size: 5,000 |
UnitedHealth Group I... |
480.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
DJ4EM1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 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: |
10.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.91 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
0.84 |
Time value: |
3.68 |
Break-even: |
493.18 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
0.67% |
Delta: |
0.63 |
Theta: |
-0.10 |
Omega: |
6.31 |
Rho: |
1.54 |
Quote data
Open: |
4.440 |
High: |
4.530 |
Low: |
4.130 |
Previous Close: |
4.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.32% |
1 Month |
|
|
-15.99% |
3 Months |
|
|
-32.74% |
YTD |
|
|
-47.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.960 |
4.150 |
1M High / 1M Low: |
5.540 |
2.340 |
6M High / 6M Low: |
10.430 |
2.340 |
High (YTD): |
2024-01-04 |
9.260 |
Low (YTD): |
2024-04-12 |
2.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.779 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.850 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.08% |
Volatility 6M: |
|
128.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |