Goldman Sachs Call 12 SOBA 21.06.2024
/ DE000GP95X79
Goldman Sachs Call 12 SOBA 21.06..../ DE000GP95X79 /
| 2024-06-14 9:46:53 AM |
Chg.+0.01 |
Bid9:26:20 PM |
Ask9:26:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.27EUR |
+0.19% |
5.25
Bid Size: 20,000 |
5.28
Ask Size: 20,000 |
AT + T INC. ... |
12.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GP95X7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AT + T INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.46 |
| Intrinsic value: |
4.46 |
| Implied volatility: |
3.25 |
| Historic volatility: |
0.22 |
| Parity: |
4.46 |
| Time value: |
0.89 |
| Break-even: |
17.35 |
| Moneyness: |
1.37 |
| Premium: |
0.05 |
| Premium p.a.: |
14.76 |
| Spread abs.: |
0.05 |
| Spread %: |
0.94% |
| Delta: |
0.82 |
| Theta: |
-0.14 |
| Omega: |
2.53 |
| Rho: |
0.00 |
Quote data
| Open: |
5.27 |
| High: |
5.27 |
| Low: |
5.27 |
| Previous Close: |
5.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.29% |
| 1 Month |
|
|
+6.68% |
| 3 Months |
|
|
+9.56% |
| YTD |
|
|
+21.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.81 |
5.26 |
| 1M High / 1M Low: |
5.85 |
4.78 |
| 6M High / 6M Low: |
5.85 |
4.04 |
| High (YTD): |
2024-06-05 |
5.85 |
| Low (YTD): |
2024-04-17 |
4.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.71% |
| Volatility 6M: |
|
61.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
