DZ Bank Call 540 UNH 20.12.2024
/ DE000DJ4EM55
DZ Bank Call 540 UNH 20.12.2024/ DE000DJ4EM55 /
| 2024-04-30 9:34:54 PM |
Chg.-0.190 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
-9.90% |
1.730
Bid Size: 5,000 |
1.760
Ask Size: 5,000 |
UnitedHealth Group I... |
540.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4EM5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 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: |
25.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-5.28 |
| Time value: |
1.76 |
| Break-even: |
523.88 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
1.73% |
| Delta: |
0.35 |
| Theta: |
-0.08 |
| Omega: |
9.04 |
| Rho: |
0.90 |
Quote data
| Open: |
1.890 |
| High: |
1.930 |
| Low: |
1.730 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.90% |
| 1 Month |
|
|
-22.07% |
| 3 Months |
|
|
-44.90% |
| YTD |
|
|
-61.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.730 |
| 1M High / 1M Low: |
2.700 |
0.960 |
| 6M High / 6M Low: |
6.700 |
0.960 |
| High (YTD): |
2024-01-04 |
5.580 |
| Low (YTD): |
2024-04-12 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.807 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.21% |
| Volatility 6M: |
|
161.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
