Goldman Sachs Call 200 CGM 21.06.2024
/ DE000GK7LBD3
Goldman Sachs Call 200 CGM 21.06..../ DE000GK7LBD3 /
6/3/2024 9:08:16 AM |
Chg.+0.020 |
Bid3:00:11 PM |
Ask3:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.070EUR |
+40.00% |
0.060 Bid Size: 10,000 |
0.130 Ask Size: 10,000 |
CAPGEMINI SE INH. EO... |
200.00 - |
6/21/2024 |
Call |
Master data
WKN: |
GK7LBD |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
6/21/2024 |
Issue date: |
7/13/2022 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
75.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.23 |
Parity: |
-1.44 |
Time value: |
0.25 |
Break-even: |
202.45 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
4.82 |
Spread abs.: |
0.20 |
Spread %: |
444.44% |
Delta: |
0.24 |
Theta: |
-0.16 |
Omega: |
18.29 |
Rho: |
0.02 |
Quote data
Open: |
0.070 |
High: |
0.070 |
Low: |
0.070 |
Previous Close: |
0.050 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-95.30% |
1 Month |
|
|
-88.89% |
3 Months |
|
|
-97.73% |
YTD |
|
|
-93.33% |
1 Year |
|
|
-92.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.490 |
0.050 |
1M High / 1M Low: |
1.490 |
0.050 |
6M High / 6M Low: |
3.150 |
0.050 |
High (YTD): |
2/26/2024 |
3.150 |
Low (YTD): |
5/31/2024 |
0.050 |
52W High: |
2/26/2024 |
3.150 |
52W Low: |
5/31/2024 |
0.050 |
Avg. price 1W: |
|
0.764 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.911 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.566 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.164 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
476.30% |
Volatility 6M: |
|
251.61% |
Volatility 1Y: |
|
211.38% |
Volatility 3Y: |
|
- |