OverviewChartNewsTraderScreen

DZ Bank Call 590 UNH 20.12.2024/  DE000DJ29R87  /

EUWAX
2024-10-31  8:03:49 AM Chg.-0.16 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.10EUR -12.70% -
Bid Size: -		 -
Ask Size: -		 UnitedHealth Group I... 590.00 USD 2024-12-20 Call
 

Master data

WKN: DJ29R8
Issuer: DZ Bank AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 590.00 USD
Maturity: 2024-12-20
Issue date: 2023-10-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.31
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -2.49
Time value: 1.17
Break-even: 555.06
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.65
Spread abs.: 0.03
Spread %: 2.63%
Delta: 0.35
Theta: -0.21
Omega: 15.65
Rho: 0.23
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 1.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.56%
1 Month
  -57.85%
3 Months
  -64.40%
YTD
  -54.55%
1 Year
  -73.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.26 1.06
1M High / 1M Low: 3.77 1.06
6M High / 6M Low: 3.99 0.59
High (YTD): 2024-09-05 3.99
Low (YTD): 2024-04-12 0.49
52W High: 2023-10-31 4.18
52W Low: 2024-04-12 0.49
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   2.23
Avg. volume 1M:   0.00
Avg. price 6M:   1.95
Avg. volume 6M:   0.00
Avg. price 1Y:   2.06
Avg. volume 1Y:   0.00
Volatility 1M:   282.04%
Volatility 6M:   243.26%
Volatility 1Y:   216.43%
Volatility 3Y:   -