Goldman Sachs Call 100 ABL 21.06.2024
/ DE000GP6BSS3
Goldman Sachs Call 100 ABL 21.06..../ DE000GP6BSS3 /
| 2024-06-05 10:57:38 AM |
Chg.+0.030 |
Bid4:01:15 PM |
Ask4:01:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+8.11% |
0.300
Bid Size: 50,000 |
0.310
Ask Size: 50,000 |
ABBOTT LABS |
100.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GP6BSS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.16 |
| Parity: |
-0.50 |
| Time value: |
0.41 |
| Break-even: |
104.10 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
6.96 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
0.41 |
| Theta: |
-0.19 |
| Omega: |
9.50 |
| Rho: |
0.02 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.85% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-79.90% |
| YTD |
|
|
-68.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.260 |
| 1M High / 1M Low: |
0.720 |
0.260 |
| 6M High / 6M Low: |
2.060 |
0.260 |
| High (YTD): |
2024-03-11 |
2.060 |
| Low (YTD): |
2024-05-30 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.213 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.48% |
| Volatility 6M: |
|
143.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
