Goldman Sachs Call 140 ALV 21.06.2024
/ DE000GK7B0R6
Goldman Sachs Call 140 ALV 21.06..../ DE000GK7B0R6 /
10/06/2024 10:56:22 |
Chg.- |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
11.98EUR |
- |
- Bid Size: - |
- Ask Size: - |
ALLIANZ SE NA O.N. |
140.00 - |
21/06/2024 |
Call |
Master data
WKN: |
GK7B0R |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ALLIANZ SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
21/06/2024 |
Issue date: |
30/06/2022 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.17 |
Intrinsic value: |
12.15 |
Implied volatility: |
3.02 |
Historic volatility: |
0.15 |
Parity: |
12.15 |
Time value: |
0.57 |
Break-even: |
267.20 |
Moneyness: |
1.87 |
Premium: |
0.02 |
Premium p.a.: |
1.05 |
Spread abs.: |
0.30 |
Spread %: |
2.42% |
Delta: |
0.93 |
Theta: |
-0.87 |
Omega: |
1.91 |
Rho: |
0.03 |
Quote data
Open: |
11.98 |
High: |
11.98 |
Low: |
11.98 |
Previous Close: |
12.26 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.39% |
1 Month |
|
|
-6.41% |
3 Months |
|
|
+0.67% |
YTD |
|
|
+14.64% |
1 Year |
|
|
+59.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.40 |
11.98 |
1M High / 1M Low: |
12.93 |
11.98 |
6M High / 6M Low: |
13.85 |
10.21 |
High (YTD): |
28/03/2024 |
13.85 |
Low (YTD): |
11/01/2024 |
10.31 |
52W High: |
28/03/2024 |
13.85 |
52W Low: |
07/07/2023 |
7.07 |
Avg. price 1W: |
|
12.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
11.77 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
10.14 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
27.85% |
Volatility 6M: |
|
31.73% |
Volatility 1Y: |
|
33.24% |
Volatility 3Y: |
|
- |