Goldman Sachs Call 35 8GM 21.06.2024
/ DE000GZ6DPZ8
Goldman Sachs Call 35 8GM 21.06.2.../ DE000GZ6DPZ8 /
6/12/2024 9:44:55 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.25EUR |
- |
- Bid Size: - |
- Ask Size: - |
GENERAL MOTORS D... |
35.00 - |
6/21/2024 |
Call |
Master data
WKN: |
GZ6DPZ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
GENERAL MOTORS DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
6/21/2024 |
Issue date: |
1/3/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.99 |
Implied volatility: |
3.10 |
Historic volatility: |
0.26 |
Parity: |
0.99 |
Time value: |
0.37 |
Break-even: |
48.60 |
Moneyness: |
1.28 |
Premium: |
0.08 |
Premium p.a.: |
24.07 |
Spread abs.: |
0.15 |
Spread %: |
12.40% |
Delta: |
0.78 |
Theta: |
-0.37 |
Omega: |
2.56 |
Rho: |
0.01 |
Quote data
Open: |
1.25 |
High: |
1.25 |
Low: |
1.25 |
Previous Close: |
1.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.87% |
1 Month |
|
|
+28.87% |
3 Months |
|
|
+155.10% |
YTD |
|
|
+237.84% |
1 Year |
|
|
+78.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.25 |
0.97 |
1M High / 1M Low: |
1.25 |
0.70 |
6M High / 6M Low: |
1.25 |
0.25 |
High (YTD): |
6/12/2024 |
1.25 |
Low (YTD): |
1/24/2024 |
0.26 |
52W High: |
6/12/2024 |
1.25 |
52W Low: |
11/13/2023 |
0.07 |
Avg. price 1W: |
|
1.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.52 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
131.71% |
Volatility 6M: |
|
157.94% |
Volatility 1Y: |
|
165.90% |
Volatility 3Y: |
|
- |