Goldman Sachs Call 25 COK 21.06.2024
/ DE000GZ03X52
Goldman Sachs Call 25 COK 21.06.2.../ DE000GZ03X52 /
2024-06-17 11:20:14 AM |
Chg.+0.020 |
Bid1:05:10 PM |
Ask1:05:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+3.57% |
0.590 Bid Size: 50,000 |
0.610 Ask Size: 50,000 |
CANCOM SE O.N. |
25.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GZ03X5 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
CANCOM SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-19 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.55 |
Implied volatility: |
2.67 |
Historic volatility: |
0.34 |
Parity: |
0.55 |
Time value: |
0.11 |
Break-even: |
31.60 |
Moneyness: |
1.22 |
Premium: |
0.04 |
Premium p.a.: |
22.88 |
Spread abs.: |
0.05 |
Spread %: |
8.20% |
Delta: |
0.80 |
Theta: |
-0.30 |
Omega: |
3.72 |
Rho: |
0.00 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.560 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.71% |
1 Month |
|
|
-21.62% |
3 Months |
|
|
+93.33% |
YTD |
|
|
-10.77% |
1 Year |
|
|
-10.77% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.560 |
1M High / 1M Low: |
0.780 |
0.480 |
6M High / 6M Low: |
0.780 |
0.240 |
High (YTD): |
2024-05-21 |
0.780 |
Low (YTD): |
2024-03-20 |
0.240 |
52W High: |
2024-05-21 |
0.780 |
52W Low: |
2023-10-25 |
0.200 |
Avg. price 1W: |
|
0.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.643 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.522 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.474 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
178.63% |
Volatility 6M: |
|
164.56% |
Volatility 1Y: |
|
155.52% |
Volatility 3Y: |
|
- |