DZ Bank Call 440 UNH 20.12.2024
/ DE000DJ5C192
DZ Bank Call 440 UNH 20.12.2024/ DE000DJ5C192 /
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: |
|
- |