Goldman Sachs Call 400 ADB 21.06.2024
/ DE000GZ5VDS3
Goldman Sachs Call 400 ADB 21.06..../ DE000GZ5VDS3 /
| 2024-04-30 6:28:43 PM |
Chg.-0.580 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.260EUR |
-7.40% |
-
Bid Size: - |
-
Ask Size: - |
ADOBE INC. |
400.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GZ5VDS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ADOBE INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.64 |
| Intrinsic value: |
8.63 |
| Implied volatility: |
5.01 |
| Historic volatility: |
0.31 |
| Parity: |
8.63 |
| Time value: |
3.08 |
| Break-even: |
517.10 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.50 |
| Spread %: |
4.46% |
| Delta: |
0.76 |
| Theta: |
-13.97 |
| Omega: |
3.16 |
| Rho: |
0.01 |
Quote data
| Open: |
7.510 |
| High: |
7.510 |
| Low: |
7.260 |
| Previous Close: |
7.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-37.09% |
| YTD |
|
|
-61.59% |
| 1 Year |
|
|
-38.11% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
22.740 |
7.120 |
| High (YTD): |
2024-02-05 |
22.740 |
| Low (YTD): |
2024-04-23 |
7.120 |
| 52W High: |
2024-02-05 |
22.740 |
| 52W Low: |
2024-04-23 |
7.120 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
14.721 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
15.579 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
113.14% |
| Volatility 1Y: |
|
95.77% |
| Volatility 3Y: |
|
- |
