Goldman Sachs Call 120 IBM 21.06.2024
/ DE000GK87FL4
Goldman Sachs Call 120 IBM 21.06..../ DE000GK87FL4 /
| 11/06/2024 11:21:46 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.71EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
INTL BUS. MACH. D... |
120.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
GK87FL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
INTL BUS. MACH. DL-,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
26/07/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.78 |
| Intrinsic value: |
3.77 |
| Implied volatility: |
2.65 |
| Historic volatility: |
0.19 |
| Parity: |
3.77 |
| Time value: |
0.87 |
| Break-even: |
166.40 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
7.93 |
| Spread abs.: |
0.03 |
| Spread %: |
0.65% |
| Delta: |
0.81 |
| Theta: |
-1.01 |
| Omega: |
2.74 |
| Rho: |
0.02 |
Quote data
| Open: |
4.71 |
| High: |
4.71 |
| Low: |
4.71 |
| Previous Close: |
4.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.03% |
| 1 Month |
|
|
+7.29% |
| 3 Months |
|
|
-30.33% |
| YTD |
|
|
+16.01% |
| 1 Year |
|
|
+132.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.71 |
4.32 |
| 1M High / 1M Low: |
5.11 |
4.20 |
| 6M High / 6M Low: |
7.27 |
3.70 |
| High (YTD): |
13/03/2024 |
7.27 |
| Low (YTD): |
05/01/2024 |
3.70 |
| 52W High: |
13/03/2024 |
7.27 |
| 52W Low: |
23/06/2023 |
1.53 |
| Avg. price 1W: |
|
4.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.91 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
51.24% |
| Volatility 6M: |
|
70.71% |
| Volatility 1Y: |
|
69.53% |
| Volatility 3Y: |
|
- |
