Goldman Sachs Call 30 1COV 21.06.2024
/ DE000GK9NWU5
Goldman Sachs Call 30 1COV 21.06..../ DE000GK9NWU5 /
| 2024-06-14 5:14:45 PM |
Chg.-0.04 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-1.91% |
-
Bid Size: - |
-
Ask Size: - |
COVESTRO AG O.N. |
30.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GK9NWU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
COVESTRO AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
4.26 |
| Historic volatility: |
0.28 |
| Parity: |
2.08 |
| Time value: |
0.23 |
| Break-even: |
53.10 |
| Moneyness: |
1.69 |
| Premium: |
0.05 |
| Premium p.a.: |
9.06 |
| Spread abs.: |
0.08 |
| Spread %: |
3.59% |
| Delta: |
0.88 |
| Theta: |
-0.42 |
| Omega: |
1.94 |
| Rho: |
0.00 |
Quote data
| Open: |
2.01 |
| High: |
2.05 |
| Low: |
2.00 |
| Previous Close: |
2.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.22% |
| 1 Month |
|
|
+7.89% |
| 3 Months |
|
|
+6.22% |
| YTD |
|
|
-12.77% |
| 1 Year |
|
|
+60.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.86 |
| 1M High / 1M Low: |
2.28 |
1.74 |
| 6M High / 6M Low: |
2.46 |
1.74 |
| High (YTD): |
2024-01-05 |
2.36 |
| Low (YTD): |
2024-06-06 |
1.74 |
| 52W High: |
2023-09-11 |
2.48 |
| 52W Low: |
2023-06-20 |
1.11 |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.00 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.00% |
| Volatility 6M: |
|
56.37% |
| Volatility 1Y: |
|
89.57% |
| Volatility 3Y: |
|
- |
