Goldman Sachs Call 150 CHKP 19.07.2024
/ DE000GG6VPX8
Goldman Sachs Call 150 CHKP 19.07.../ DE000GG6VPX8 /
| 13/06/2024 11:21:02 |
Chg.+0.070 |
Bid20:47:54 |
Ask20:47:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+8.33% |
0.890
Bid Size: 30,000 |
0.900
Ask Size: 30,000 |
Check Point Software... |
150.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
GG6VPX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Check Point Software Technologies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.64 |
| Time value: |
0.34 |
| Break-even: |
148.52 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
3.16% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
10.39 |
| Rho: |
0.09 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
+59.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.630 |
| 1M High / 1M Low: |
0.840 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
