Goldman Sachs Call 15 DHER 21.06.2024
/ DE000GG3LES0
Goldman Sachs Call 15 DHER 21.06..../ DE000GG3LES0 /
| 22/05/2024 10:32:59 |
Chg.-0.07 |
Bid12:59:08 |
Ask12:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-4.43% |
1.50
Bid Size: 150,000 |
1.53
Ask Size: 150,000 |
DELIVERY HERO SE NA ... |
15.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
GG3LES |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DELIVERY HERO SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
2.75 |
| Historic volatility: |
0.69 |
| Parity: |
1.50 |
| Time value: |
0.17 |
| Break-even: |
31.70 |
| Moneyness: |
2.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.07 |
| Spread %: |
4.38% |
| Delta: |
0.90 |
| Theta: |
-0.07 |
| Omega: |
1.62 |
| Rho: |
0.01 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.79% |
| 1 Month |
|
|
+2.03% |
| 3 Months |
|
|
+96.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.58 |
| 1M High / 1M Low: |
1.71 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
