Goldman Sachs Call 100 6MK 21.06.2024
/ DE000GK708G6
Goldman Sachs Call 100 6MK 21.06..../ DE000GK708G6 /
| 14/06/2024 11:14:01 |
Chg.-0.22 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
-7.64% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
100.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
GK708G |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
06/07/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
2.68 |
| Historic volatility: |
0.16 |
| Parity: |
2.10 |
| Time value: |
0.68 |
| Break-even: |
127.80 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
27.47 |
| Spread abs.: |
0.03 |
| Spread %: |
1.09% |
| Delta: |
0.77 |
| Theta: |
-1.07 |
| Omega: |
3.34 |
| Rho: |
0.01 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.66% |
| 1 Month |
|
|
-11.63% |
| 3 Months |
|
|
+28.50% |
| YTD |
|
|
+129.31% |
| 1 Year |
|
|
+68.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.96 |
2.66 |
| 1M High / 1M Low: |
3.01 |
2.31 |
| 6M High / 6M Low: |
3.12 |
0.99 |
| High (YTD): |
28/03/2024 |
3.12 |
| Low (YTD): |
02/01/2024 |
1.47 |
| 52W High: |
28/03/2024 |
3.12 |
| 52W Low: |
28/11/2023 |
0.65 |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
70.74% |
| Volatility 6M: |
|
82.36% |
| Volatility 1Y: |
|
91.78% |
| Volatility 3Y: |
|
- |
