Goldman Sachs Call 440 UNH 17.05.2024
/ DE000GG6MC88
Goldman Sachs Call 440 UNH 17.05..../ DE000GG6MC88 /
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: |
|
- |