Goldman Sachs Put 450 UNH 21.06.2.../  DE000GP5XB62  /

EUWAX
2024-05-27  9:52:43 AM Chg.- Bid9:25:50 AM Ask9:25:50 AM Underlying Strike price Expiration date Option type
0.050EUR - 0.040
Bid Size: 10,000
0.190
Ask Size: 2,000
UNITEDHEALTH GROUP D... 450.00 - 2024-06-21 Put
 

Master data

WKN: GP5XB6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 450.00 -
Maturity: 2024-06-21
Issue date: 2023-06-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -292.42
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.20
Parity: -1.79
Time value: 0.16
Break-even: 448.40
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.86
Spread abs.: 0.10
Spread %: 166.67%
Delta: -0.15
Theta: -0.09
Omega: -45.20
Rho: -0.05
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -80.00%
3 Months
  -91.07%
YTD
  -91.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.030
1M High / 1M Low: 0.350 0.030
6M High / 6M Low: 2.090 0.030
High (YTD): 2024-04-15 2.090
Low (YTD): 2024-05-22 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.592
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.68%
Volatility 6M:   449.31%
Volatility 1Y:   -
Volatility 3Y:   -