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Goldman Sachs Call 450 UNH 17.01..../  DE000GP229K0  /

EUWAX
05/08/2024  10:34:27 Chg.+1.16 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
13.65EUR +9.29% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 450.00 - 17/01/2025 Call
 

Master data

WKN: GP229K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 17/01/2025
Issue date: 03/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.87
Leverage: Yes

Calculated values

Fair value: 9.98
Intrinsic value: 9.06
Implied volatility: 0.63
Historic volatility: 0.20
Parity: 9.06
Time value: 4.92
Break-even: 589.80
Moneyness: 1.20
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.10
Spread %: 0.72%
Delta: 0.75
Theta: -0.24
Omega: 2.91
Rho: 1.21
 

Quote data

Open: 13.65
High: 13.65
Low: 13.65
Previous Close: 12.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.59%
1 Month  
+116.67%
3 Months  
+104.04%
YTD  
+39.29%
1 Year  
+46.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.96 12.15
1M High / 1M Low: 12.96 6.12
6M High / 6M Low: 12.96 3.85
High (YTD): 31/07/2024 12.96
Low (YTD): 15/04/2024 3.85
52W High: 31/07/2024 12.96
52W Low: 15/04/2024 3.85
Avg. price 1W:   12.62
Avg. volume 1W:   0.00
Avg. price 1M:   10.21
Avg. volume 1M:   0.00
Avg. price 6M:   7.45
Avg. volume 6M:   0.00
Avg. price 1Y:   8.82
Avg. volume 1Y:   0.00
Volatility 1M:   121.06%
Volatility 6M:   135.11%
Volatility 1Y:   108.18%
Volatility 3Y:   -