Goldman Sachs Call 140 BLHEF 21.06.2024
/ DE000GP2Z546
Goldman Sachs Call 140 BLHEF 21.0.../ DE000GP2Z546 /
| 6/11/2024 9:06:12 AM |
Chg.+0.01 |
Bid9:09:26 AM |
Ask9:09:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+0.63% |
1.64
Bid Size: 5,000 |
-
Ask Size: - |
Baloise Holdings AG |
140.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
GP2Z54 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Baloise Holdings AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
4/18/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
1.95 |
| Time value: |
-0.21 |
| Break-even: |
157.40 |
| Moneyness: |
1.14 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.36 |
| Spread abs.: |
0.18 |
| Spread %: |
11.54% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.59% |
| 1 Month |
|
|
+146.15% |
| 3 Months |
|
|
+97.53% |
| YTD |
|
|
+400.00% |
| 1 Year |
|
|
+13.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.46 |
| 1M High / 1M Low: |
1.69 |
0.70 |
| 6M High / 6M Low: |
1.69 |
0.16 |
| High (YTD): |
6/6/2024 |
1.69 |
| Low (YTD): |
4/25/2024 |
0.16 |
| 52W High: |
6/6/2024 |
1.69 |
| 52W Low: |
4/25/2024 |
0.16 |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
145.74% |
| Volatility 6M: |
|
264.50% |
| Volatility 1Y: |
|
217.99% |
| Volatility 3Y: |
|
- |
