Goldman Sachs Call 9.67 PHI1 21.06.2024
/ DE000GZ1GZY4
Goldman Sachs Call 9.67 PHI1 21.0.../ DE000GZ1GZY4 /
2024-04-30 6:32:53 PM |
Chg.-0.060 |
Bid9:59:48 PM |
Ask9:50:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.520EUR |
-3.80% |
- Bid Size: - |
- Ask Size: - |
KONINKL. PHILIPS EO ... |
9.67 EUR |
2024-06-21 |
Call |
Master data
WKN: |
GZ1GZY |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
KONINKL. PHILIPS EO -,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.67 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-17 |
Last trading day: |
2024-06-20 |
Ratio: |
9.67:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.50 |
Intrinsic value: |
1.50 |
Implied volatility: |
3.78 |
Historic volatility: |
0.37 |
Parity: |
1.50 |
Time value: |
0.01 |
Break-even: |
24.27 |
Moneyness: |
2.50 |
Premium: |
0.01 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.02 |
Spread %: |
1.34% |
Delta: |
0.98 |
Theta: |
-0.05 |
Omega: |
1.62 |
Rho: |
0.00 |
Quote data
Open: |
1.540 |
High: |
1.540 |
Low: |
1.520 |
Previous Close: |
1.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+53.54% |
YTD |
|
|
+34.51% |
1 Year |
|
|
+68.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
1.580 |
0.850 |
High (YTD): |
2024-04-29 |
1.580 |
Low (YTD): |
2024-03-25 |
0.850 |
52W High: |
2024-04-29 |
1.580 |
52W Low: |
2023-10-06 |
0.730 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
1.029 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.980 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
108.72% |
Volatility 1Y: |
|
84.90% |
Volatility 3Y: |
|
- |