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DZ Bank Call 440 UNH 20.12.2024/  DE000DJ5C192  /

Frankfurt Zert./DZB
9/4/2024  4:04:54 PM Chg.+0.270 Bid9:59:56 PM Ask- Underlying Strike price Expiration date Option type
15.460EUR +1.78% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 440.00 - 12/20/2024 Call
 

Master data

WKN: DJ5C19
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 12/20/2024
Issue date: 9/5/2023
Last trading day: 9/5/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.71
Leverage: Yes

Calculated values

Fair value: 10.81
Intrinsic value: 10.36
Implied volatility: 0.81
Historic volatility: 0.20
Parity: 10.36
Time value: 4.30
Break-even: 586.60
Moneyness: 1.24
Premium: 0.08
Premium p.a.: 0.32
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.38
Omega: 2.85
Rho: 0.74
 

Quote data

Open: 14.870
High: 15.490
Low: 14.840
Previous Close: 15.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+29.59%
3 Months  
+119.29%
YTD  
+46.54%
1 Year  
+88.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.460 15.460
1M High / 1M Low: 15.460 12.560
6M High / 6M Low: 15.460 4.010
High (YTD): 9/4/2024 15.460
Low (YTD): 4/12/2024 4.010
52W High: 9/4/2024 15.460
52W Low: 4/12/2024 4.010
Avg. price 1W:   15.460
Avg. volume 1W:   0.000
Avg. price 1M:   13.786
Avg. volume 1M:   0.000
Avg. price 6M:   8.863
Avg. volume 6M:   0.000
Avg. price 1Y:   9.771
Avg. volume 1Y:   0.000
Volatility 1M:   37.23%
Volatility 6M:   114.15%
Volatility 1Y:   98.28%
Volatility 3Y:   -