Goldman Sachs Call 35 8GM 21.06.2024
/ DE000GZ6DPZ8
Goldman Sachs Call 35 8GM 21.06.2.../ DE000GZ6DPZ8 /
06/06/2024 10:50:30 |
Chg.+0.050 |
Bid06/06/2024 |
Ask06/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+5.43% |
0.970 Bid Size: 20,000 |
1.000 Ask Size: 20,000 |
GENERAL MOTORS D... |
35.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
03/01/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.70 |
Implied volatility: |
2.04 |
Historic volatility: |
0.26 |
Parity: |
0.70 |
Time value: |
0.34 |
Break-even: |
45.40 |
Moneyness: |
1.20 |
Premium: |
0.08 |
Premium p.a.: |
5.83 |
Spread abs.: |
0.07 |
Spread %: |
7.22% |
Delta: |
0.74 |
Theta: |
-0.19 |
Omega: |
2.99 |
Rho: |
0.01 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.970 |
Previous Close: |
0.920 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38.57% |
1 Month |
|
|
+3.19% |
3 Months |
|
|
+53.97% |
YTD |
|
|
+162.16% |
1 Year |
|
|
+79.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.700 |
1M High / 1M Low: |
1.020 |
0.700 |
6M High / 6M Low: |
1.040 |
0.250 |
High (YTD): |
30/04/2024 |
1.040 |
Low (YTD): |
24/01/2024 |
0.260 |
52W High: |
30/04/2024 |
1.040 |
52W Low: |
13/11/2023 |
0.073 |
Avg. price 1W: |
|
0.856 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.898 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.619 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.508 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
115.34% |
Volatility 6M: |
|
156.66% |
Volatility 1Y: |
|
165.57% |
Volatility 3Y: |
|
- |