DZ Bank Put 520 UNH 20.12.2024
/ DE000DJ4EN05
DZ Bank Put 520 UNH 20.12.2024/ DE000DJ4EN05 /
| 2024-04-30 9:34:54 PM |
Chg.+0.360 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.720EUR |
+8.26% |
4.700
Bid Size: 5,000 |
4.730
Ask Size: 5,000 |
UnitedHealth Group I... |
520.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4EN0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 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: |
-10.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
2.89 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
2.89 |
| Time value: |
1.50 |
| Break-even: |
441.41 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.69% |
| Delta: |
-0.54 |
| Theta: |
-0.04 |
| Omega: |
-5.62 |
| Rho: |
-1.86 |
Quote data
| Open: |
4.420 |
| High: |
4.740 |
| Low: |
4.340 |
| Previous Close: |
4.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.89% |
| 1 Month |
|
|
+12.38% |
| 3 Months |
|
|
+23.88% |
| YTD |
|
|
+46.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.720 |
4.070 |
| 1M High / 1M Low: |
8.070 |
4.040 |
| 6M High / 6M Low: |
8.070 |
2.730 |
| High (YTD): |
2024-04-12 |
8.070 |
| Low (YTD): |
2024-01-04 |
2.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.930 |
| Avg. volume 6M: |
|
282.032 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.82% |
| Volatility 6M: |
|
145.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
