DZ Bank Call 450 UNH 20.12.2024
/ DE000DJ0TEP5
DZ Bank Call 450 UNH 20.12.2024/ DE000DJ0TEP5 /
7/10/2024 11:04:52 AM |
Chg.+0.010 |
Bid11:31:52 AM |
Ask11:31:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.030EUR |
+0.17% |
6.030 Bid Size: 4,000 |
6.230 Ask Size: 4,000 |
UNITEDHEALTH GROUP D... |
450.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DJ0TEP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
UNITEDHEALTH GROUP DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 - |
Maturity: |
12/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.04 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.45 |
Historic volatility: |
0.20 |
Parity: |
0.51 |
Time value: |
5.54 |
Break-even: |
510.50 |
Moneyness: |
1.01 |
Premium: |
0.12 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
0.50% |
Delta: |
0.60 |
Theta: |
-0.19 |
Omega: |
4.48 |
Rho: |
0.94 |
Quote data
Open: |
6.010 |
High: |
6.030 |
Low: |
5.990 |
Previous Close: |
6.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.69% |
1 Month |
|
|
-0.99% |
3 Months |
|
|
+47.07% |
YTD |
|
|
-38.84% |
1 Year |
|
|
-10.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.080 |
5.790 |
1M High / 1M Low: |
6.420 |
5.270 |
6M High / 6M Low: |
10.760 |
3.520 |
High (YTD): |
1/4/2024 |
11.380 |
Low (YTD): |
4/12/2024 |
3.520 |
52W High: |
12/5/2023 |
12.550 |
52W Low: |
4/12/2024 |
3.520 |
Avg. price 1W: |
|
5.936 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.915 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.041 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.520 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
83.48% |
Volatility 6M: |
|
119.86% |
Volatility 1Y: |
|
100.49% |
Volatility 3Y: |
|
- |