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DZ Bank Call 450 UNH 20.12.2024/  DE000DJ0TEP5  /

EUWAX
2024-08-02  8:12:32 AM Chg.-0.69 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
12.14EUR -5.38% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 450.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.91
Leverage: Yes

Calculated values

Fair value: 9.81
Intrinsic value: 9.06
Implied volatility: 0.67
Historic volatility: 0.20
Parity: 9.06
Time value: 4.77
Break-even: 588.30
Moneyness: 1.20
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 0.29%
Delta: 0.75
Theta: -0.28
Omega: 2.94
Rho: 1.02
 

Quote data

Open: 12.14
High: 12.14
Low: 12.14
Previous Close: 12.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.87%
1 Month  
+105.41%
3 Months  
+79.59%
YTD  
+25.15%
1 Year  
+28.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.83 11.84
1M High / 1M Low: 12.83 5.64
6M High / 6M Low: 12.83 3.65
High (YTD): 2024-08-01 12.83
Low (YTD): 2024-04-12 3.65
52W High: 2024-08-01 12.83
52W Low: 2024-04-12 3.65
Avg. price 1W:   12.36
Avg. volume 1W:   0.00
Avg. price 1M:   9.53
Avg. volume 1M:   0.00
Avg. price 6M:   7.27
Avg. volume 6M:   0.00
Avg. price 1Y:   8.66
Avg. volume 1Y:   0.00
Volatility 1M:   156.67%
Volatility 6M:   138.75%
Volatility 1Y:   109.99%
Volatility 3Y:   -