Goldman Sachs Call 120 ERT
/ DE000GZ9NCG9
Goldman Sachs Call 120 ERT/ DE000GZ9NCG9 /
| 2024-06-20 11:37:41 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
120.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GZ9NCG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
5.02 |
| Historic volatility: |
0.17 |
| Parity: |
0.85 |
| Time value: |
0.92 |
| Break-even: |
137.70 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
2.91% |
| Delta: |
0.65 |
| Theta: |
-6.24 |
| Omega: |
4.74 |
| Rho: |
0.00 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.77% |
| 1 Month |
|
|
+103.57% |
| 3 Months |
|
|
+15.54% |
| YTD |
|
|
-14.07% |
| 1 Year |
|
|
-2.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.49 |
| 1M High / 1M Low: |
1.71 |
0.84 |
| 6M High / 6M Low: |
2.54 |
0.64 |
| High (YTD): |
2024-02-16 |
2.54 |
| Low (YTD): |
2024-05-09 |
0.64 |
| 52W High: |
2023-07-25 |
2.67 |
| 52W Low: |
2024-05-09 |
0.64 |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.69 |
| Avg. volume 1Y: |
|
1.95 |
| Volatility 1M: |
|
278.65% |
| Volatility 6M: |
|
161.97% |
| Volatility 1Y: |
|
132.53% |
| Volatility 3Y: |
|
- |
