Goldman Sachs Put 480 UNH 21.06.2.../  DE000GG5U3Z0  /

EUWAX
2024-05-27  11:28:36 AM Chg.+0.060 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.190EUR +46.15% -
Bid Size: -
-
Ask Size: -
UnitedHealth Group I... 480.00 USD 2024-06-21 Put
 

Master data

WKN: GG5U3Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Put
Strike price: 480.00 USD
Maturity: 2024-06-21
Issue date: 2024-03-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -165.55
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -2.60
Time value: 0.28
Break-even: 439.71
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 1.39
Spread abs.: 0.10
Spread %: 54.64%
Delta: -0.17
Theta: -0.14
Omega: -28.11
Rho: -0.06
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.71%
1 Month
  -77.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.090
1M High / 1M Low: 1.130 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.399
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   387.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -