Goldman Sachs Call 40 CIS 17.01.2025
/ DE000GP36U66
Goldman Sachs Call 40 CIS 17.01.2.../ DE000GP36U66 /
| 2024-04-30 6:43:43 PM |
Chg.-0.070 |
Bid9:56:18 PM |
Ask9:56:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-7.78% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
40.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
GP36U6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-25 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.17 |
| Parity: |
0.42 |
| Time value: |
0.38 |
| Break-even: |
48.00 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.91 |
| Rho: |
0.13 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.830 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-19.42% |
| YTD |
|
|
-23.85% |
| 1 Year |
|
|
-30.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.300 |
0.830 |
| High (YTD): |
2024-01-31 |
1.300 |
| Low (YTD): |
2024-04-30 |
0.830 |
| 52W High: |
2023-09-04 |
1.840 |
| 52W Low: |
2024-04-30 |
0.830 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.051 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.257 |
| Avg. volume 1Y: |
|
5.729 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
56.57% |
| Volatility 1Y: |
|
66.04% |
| Volatility 3Y: |
|
- |
