Goldman Sachs Call 250 SIE 20.06.2025
/ DE000GP74ZC8
Goldman Sachs Call 250 SIE 20.06..../ DE000GP74ZC8 /
| 5/14/2024 10:11:22 AM |
Chg.-0.010 |
Bid5:35:19 PM |
Ask5:35:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-2.86% |
0.320
Bid Size: 10,000 |
0.390
Ask Size: 3,000 |
SIEMENS AG NA O.N. |
250.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
GP74ZC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
6/28/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
44.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-6.20 |
| Time value: |
0.43 |
| Break-even: |
254.26 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.07 |
| Spread %: |
19.66% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
8.36 |
| Rho: |
0.35 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.77% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+36.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.260 |
| 1M High / 1M Low: |
0.360 |
0.220 |
| 6M High / 6M Low: |
0.450 |
0.080 |
| High (YTD): |
3/18/2024 |
0.450 |
| Low (YTD): |
1/17/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.236 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.54% |
| Volatility 6M: |
|
186.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
