Goldman Sachs Call 900 UNH 20.06..../  DE000GJ10QL5  /

EUWAX
7/26/2024  11:20:22 AM Chg.0.000 Bid4:07:43 PM Ask4:07:43 PM Underlying Strike price Expiration date Option type
0.200EUR 0.00% 0.250
Bid Size: 10,000
0.450
Ask Size: 2,000
UnitedHealth Group I... 900.00 USD 6/20/2025 Call
 

Master data

WKN: GJ10QL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 900.00 USD
Maturity: 6/20/2025
Issue date: 7/19/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 128.94
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.20
Parity: -31.36
Time value: 0.40
Break-even: 833.39
Moneyness: 0.62
Premium: 0.62
Premium p.a.: 0.70
Spread abs.: 0.20
Spread %: 100.00%
Delta: 0.07
Theta: -0.03
Omega: 9.10
Rho: 0.29
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -