Goldman Sachs Call 110 BEI 21.06.2024
/ DE000GK7CTL7
Goldman Sachs Call 110 BEI 21.06..../ DE000GK7CTL7 /
| 4/30/2024 6:40:03 PM |
Chg.-0.030 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.050EUR |
-0.97% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
110.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
GK7CTL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
7/1/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
2.52 |
| Historic volatility: |
0.14 |
| Parity: |
3.65 |
| Time value: |
0.43 |
| Break-even: |
150.70 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
4.70 |
| Spread abs.: |
0.59 |
| Spread %: |
16.95% |
| Delta: |
0.85 |
| Theta: |
-0.92 |
| Omega: |
3.07 |
| Rho: |
0.01 |
Quote data
| Open: |
3.110 |
| High: |
3.110 |
| Low: |
3.050 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+23.48% |
| YTD |
|
|
+10.51% |
| 1 Year |
|
|
+78.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
3.250 |
1.970 |
| High (YTD): |
2/6/2024 |
3.250 |
| Low (YTD): |
4/9/2024 |
1.970 |
| 52W High: |
2/6/2024 |
3.250 |
| 52W Low: |
7/20/2023 |
1.250 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
2.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.045 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
83.23% |
| Volatility 1Y: |
|
81.36% |
| Volatility 3Y: |
|
- |
