Goldman Sachs Call 540 UNH 17.05..../  DE000GG5U392  /

EUWAX
2024-05-13  10:05:56 AM Chg.-0.010 Bid6:17:59 PM Ask6:17:59 PM Underlying Strike price Expiration date Option type
0.020EUR -33.33% 0.020
Bid Size: 10,000
0.090
Ask Size: 10,000
UnitedHealth Group I... 540.00 USD 2024-05-17 Call
 

Master data

WKN: GG5U39
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 540.00 USD
Maturity: 2024-05-17
Issue date: 2024-03-27
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 267.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.20
Parity: -2.52
Time value: 0.18
Break-even: 503.16
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 535.71%
Delta: 0.15
Theta: -0.69
Omega: 40.51
Rho: 0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.020
1M High / 1M Low: 0.120 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   620.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -