DZ Bank Call 560 UNH 20.12.2024/  DE000DJ4EM63  /

Frankfurt Zert./DZB
2024-04-30  9:34:54 PM Chg.-0.140 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
1.160EUR -10.77% 1.160
Bid Size: 5,000
1.190
Ask Size: 5,000
UnitedHealth Group I... 560.00 USD 2024-12-20 Call
 

Master data

WKN: DJ4EM6
Issuer: DZ Bank AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 560.00 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: 34.32
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -6.62
Time value: 1.33
Break-even: 535.94
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 2.31%
Delta: 0.29
Theta: -0.07
Omega: 9.99
Rho: 0.77
 

Quote data

Open: 1.280
High: 1.320
Low: 1.160
Previous Close: 1.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.77%
1 Month
  -23.68%
3 Months
  -47.27%
YTD
  -66.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.530 1.300
1M High / 1M Low: 1.940 0.660
6M High / 6M Low: 5.450 0.660
High (YTD): 2024-01-04 4.420
Low (YTD): 2024-04-12 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   1.382
Avg. volume 1W:   0.000
Avg. price 1M:   1.119
Avg. volume 1M:   0.000
Avg. price 6M:   2.992
Avg. volume 6M:   104.333
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.70%
Volatility 6M:   173.28%
Volatility 1Y:   -
Volatility 3Y:   -