Goldman Sachs Call 25 AXA 21.06.2024
/ DE000GX9JZ96
Goldman Sachs Call 25 AXA 21.06.2.../ DE000GX9JZ96 /
2024-06-20 10:48:02 AM |
Chg.0.000 |
Bid5:42:50 PM |
Ask5:42:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
0.00% |
0.580 Bid Size: 10,000 |
0.780 Ask Size: 10,000 |
AXA S.A. INH. EO... |
25.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GX9JZ9 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AXA S.A. INH. EO 2,29 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-14 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.55 |
Implied volatility: |
6.10 |
Historic volatility: |
0.18 |
Parity: |
0.55 |
Time value: |
0.14 |
Break-even: |
31.90 |
Moneyness: |
1.22 |
Premium: |
0.05 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.15 |
Spread %: |
27.78% |
Delta: |
0.78 |
Theta: |
-1.43 |
Omega: |
3.45 |
Rho: |
0.00 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.560 |
Previous Close: |
0.560 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-37.08% |
3 Months |
|
|
-42.27% |
YTD |
|
|
+9.80% |
1 Year |
|
|
+75.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.480 |
1M High / 1M Low: |
0.910 |
0.480 |
6M High / 6M Low: |
1.030 |
0.470 |
High (YTD): |
2024-04-04 |
1.030 |
Low (YTD): |
2024-01-11 |
0.470 |
52W High: |
2024-04-04 |
1.030 |
52W Low: |
2023-07-10 |
0.250 |
Avg. price 1W: |
|
0.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.766 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.745 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.571 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
121.04% |
Volatility 6M: |
|
80.95% |
Volatility 1Y: |
|
89.37% |
Volatility 3Y: |
|
- |