Goldman Sachs Call 100 HOT 20.06.2025
/ DE000GP753U8
Goldman Sachs Call 100 HOT 20.06..../ DE000GP753U8 /
2024-10-31 5:12:53 PM |
Chg.-0.11 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.83EUR |
-5.67% |
- Bid Size: - |
- Ask Size: - |
HOCHTIEF AG |
100.00 - |
2025-06-20 |
Call |
Master data
WKN: |
GP753U |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
HOCHTIEF AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2023-06-28 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.80 |
Intrinsic value: |
1.32 |
Implied volatility: |
0.56 |
Historic volatility: |
0.25 |
Parity: |
1.32 |
Time value: |
1.39 |
Break-even: |
127.10 |
Moneyness: |
1.13 |
Premium: |
0.12 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.70 |
Spread %: |
34.83% |
Delta: |
0.71 |
Theta: |
-0.04 |
Omega: |
2.96 |
Rho: |
0.34 |
Quote data
Open: |
1.88 |
High: |
1.90 |
Low: |
1.83 |
Previous Close: |
1.94 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.27% |
1 Month |
|
|
+7.02% |
3 Months |
|
|
-5.18% |
YTD |
|
|
+36.57% |
1 Year |
|
|
+32.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.11 |
1.94 |
1M High / 1M Low: |
2.28 |
1.53 |
6M High / 6M Low: |
2.28 |
1.27 |
High (YTD): |
2024-10-21 |
2.28 |
Low (YTD): |
2024-02-19 |
1.14 |
52W High: |
2024-10-21 |
2.28 |
52W Low: |
2023-11-06 |
1.08 |
Avg. price 1W: |
|
2.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.59 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
90.67% |
Volatility 6M: |
|
99.14% |
Volatility 1Y: |
|
109.05% |
Volatility 3Y: |
|
- |