One egg yoke contains 200mg of cholesterol. Your body does need some cholesterol. Of course, the white part of the egg contains no cholesterol and mostly protein.
According to the USDA, the egg yoke of one large egg typically has about 210 mg of cholesterol, although many fat-soluble vitamins are also found in the yoke. It also contains both saturated and unsaturated fatty acids.
A typical large egg will have between 200 and 225 mg of cholesterol, all of which is found in the yolk. To give you some perspective, a healthy diet won't have more than 300 mg of cholesterol per day.