Goldman Sachs Put 540 UNH 21.06.2024
/ DE000GG4J463
Goldman Sachs Put 540 UNH 21.06.2.../ DE000GG4J463 /
| 2024-06-07 10:53:15 AM |
Chg.+0.18 |
Bid8:08:38 PM |
Ask8:08:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
+4.95% |
4.51
Bid Size: 10,000 |
4.56
Ask Size: 10,000 |
UnitedHealth Group I... |
540.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG4J46 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.50 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
3.50 |
| Time value: |
0.25 |
| Break-even: |
458.29 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
2.74% |
| Delta: |
-0.82 |
| Theta: |
-0.28 |
| Omega: |
-10.09 |
| Rho: |
-0.16 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.82 |
| Previous Close: |
3.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.67% |
| 1 Month |
|
|
-9.48% |
| 3 Months |
|
|
-39.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.51 |
3.64 |
| 1M High / 1M Low: |
5.60 |
1.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
