Goldman Sachs Call 220 CMI 21.06.2024
/ DE000GP5XEY7
Goldman Sachs Call 220 CMI 21.06..../ DE000GP5XEY7 /
| 2024-06-05 9:22:24 AM |
Chg.-0.05 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.05EUR |
-0.98% |
-
Bid Size: - |
-
Ask Size: - |
Cummins Inc |
220.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GP5XEY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cummins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
1.78 |
| Historic volatility: |
0.20 |
| Parity: |
3.10 |
| Time value: |
2.16 |
| Break-even: |
272.60 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
5.59 |
| Spread abs.: |
0.30 |
| Spread %: |
6.05% |
| Delta: |
0.71 |
| Theta: |
-1.02 |
| Omega: |
3.37 |
| Rho: |
0.05 |
Quote data
| Open: |
5.05 |
| High: |
5.05 |
| Low: |
5.05 |
| Previous Close: |
5.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.68% |
| 1 Month |
|
|
-14.41% |
| 3 Months |
|
|
-1.17% |
| YTD |
|
|
+76.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.80 |
4.97 |
| 1M High / 1M Low: |
7.40 |
4.97 |
| 6M High / 6M Low: |
8.05 |
1.93 |
| High (YTD): |
2024-04-12 |
8.05 |
| Low (YTD): |
2024-01-19 |
1.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.29% |
| Volatility 6M: |
|
105.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
