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Goldman Sachs Call 450 UNH 21.06..../  DE000GP229M6  /

EUWAX
2024-05-28  4:27:57 PM Chg.-0.33 Bid4:47:24 PM Ask4:47:24 PM Underlying Strike price Expiration date Option type
5.12EUR -6.06% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 450.00 - 2024-06-21 Call
 

Master data

WKN: GP229M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-06-21
Issue date: 2023-04-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.93
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 1.79
Implied volatility: 0.90
Historic volatility: 0.20
Parity: 1.79
Time value: 3.45
Break-even: 502.40
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 1.95
Spread abs.: 0.10
Spread %: 1.95%
Delta: 0.62
Theta: -0.89
Omega: 5.50
Rho: 0.16
 

Quote data

Open: 5.37
High: 5.37
Low: 5.12
Previous Close: 5.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.99%
1 Month  
+11.79%
3 Months  
+4.70%
YTD
  -38.16%
1 Year
  -29.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.81 5.45
1M High / 1M Low: 7.09 3.72
6M High / 6M Low: 10.93 1.60
High (YTD): 2024-01-04 9.98
Low (YTD): 2024-04-15 1.60
52W High: 2023-10-16 11.13
52W Low: 2024-04-15 1.60
Avg. price 1W:   6.33
Avg. volume 1W:   0.00
Avg. price 1M:   5.63
Avg. volume 1M:   0.00
Avg. price 6M:   6.42
Avg. volume 6M:   0.00
Avg. price 1Y:   7.18
Avg. volume 1Y:   0.00
Volatility 1M:   141.68%
Volatility 6M:   190.46%
Volatility 1Y:   155.57%
Volatility 3Y:   -