Goldman Sachs Call 220 ADP 21.06.2024
/ DE000GP5UZG5
Goldman Sachs Call 220 ADP 21.06..../ DE000GP5UZG5 /
2024-06-19 9:34:46 AM |
Chg.- |
Bid9:43:49 AM |
Ask9:43:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.31EUR |
- |
2.42 Bid Size: 2,000 |
2.57 Ask Size: 2,000 |
AUTOM. DATA PROC. DL... |
220.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GP5UZG |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AUTOM. DATA PROC. DL -,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.76 |
Implied volatility: |
2.95 |
Historic volatility: |
0.17 |
Parity: |
0.76 |
Time value: |
1.59 |
Break-even: |
243.50 |
Moneyness: |
1.03 |
Premium: |
0.07 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.07 |
Spread %: |
3.07% |
Delta: |
0.60 |
Theta: |
-4.79 |
Omega: |
5.86 |
Rho: |
0.01 |
Quote data
Open: |
2.31 |
High: |
2.31 |
Low: |
2.31 |
Previous Close: |
2.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
-25.48% |
3 Months |
|
|
-12.17% |
YTD |
|
|
+6.94% |
1 Year |
|
|
+4.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.52 |
2.18 |
1M High / 1M Low: |
3.29 |
1.90 |
6M High / 6M Low: |
3.71 |
1.90 |
High (YTD): |
2024-02-26 |
3.71 |
Low (YTD): |
2024-05-30 |
1.90 |
52W High: |
2023-09-04 |
4.41 |
52W Low: |
2023-11-01 |
1.24 |
Avg. price 1W: |
|
2.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.67 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.84 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
156.83% |
Volatility 6M: |
|
109.97% |
Volatility 1Y: |
|
115.53% |
Volatility 3Y: |
|
- |