Goldman Sachs Call 440 UNH 17.05..../  DE000GG6MC88  /

EUWAX
2024-05-13  9:40:38 AM Chg.+0.42 Bid1:15:04 PM Ask1:15:04 PM Underlying Strike price Expiration date Option type
6.77EUR +6.61% 6.70
Bid Size: 1,000
7.00
Ask Size: 1,000
UnitedHealth Group I... 440.00 USD 2024-05-17 Call
 

Master data

WKN: GG6MC8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 440.00 USD
Maturity: 2024-05-17
Issue date: 2024-04-09
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.82
Leverage: Yes

Calculated values

Fair value: 6.78
Intrinsic value: 6.76
Implied volatility: 1.08
Historic volatility: 0.20
Parity: 6.76
Time value: 0.22
Break-even: 478.33
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.52
Spread abs.: 0.15
Spread %: 2.20%
Delta: 0.92
Theta: -1.03
Omega: 6.28
Rho: 0.04
 

Quote data

Open: 6.77
High: 6.77
Low: 6.77
Previous Close: 6.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.01%
1 Month  
+307.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.35 4.87
1M High / 1M Low: 6.35 1.53
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.61
Avg. volume 1W:   0.00
Avg. price 1M:   4.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   403.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -