Goldman Sachs Call 140 PRG 21.06.2024
/ DE000GZ7WC69
Goldman Sachs Call 140 PRG 21.06..../ DE000GZ7WC69 /
| 14/06/2024 11:12:06 |
Chg.+0.08 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
+3.40% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
140.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
GZ7WC6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
01/02/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
2.24 |
| Historic volatility: |
0.13 |
| Parity: |
1.58 |
| Time value: |
1.02 |
| Break-even: |
166.00 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
46.20 |
| Spread abs.: |
0.10 |
| Spread %: |
4.00% |
| Delta: |
0.70 |
| Theta: |
-1.31 |
| Omega: |
4.18 |
| Rho: |
0.01 |
Quote data
| Open: |
2.43 |
| High: |
2.43 |
| Low: |
2.43 |
| Previous Close: |
2.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.30% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
+13.02% |
| YTD |
|
|
+138.24% |
| 1 Year |
|
|
+40.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.35 |
| 1M High / 1M Low: |
2.66 |
2.06 |
| 6M High / 6M Low: |
2.66 |
0.94 |
| High (YTD): |
22/05/2024 |
2.66 |
| Low (YTD): |
05/01/2024 |
1.11 |
| 52W High: |
22/05/2024 |
2.66 |
| 52W Low: |
15/12/2023 |
0.91 |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
83.92% |
| Volatility 6M: |
|
98.44% |
| Volatility 1Y: |
|
99.32% |
| Volatility 3Y: |
|
- |
