Goldman Sachs Call 400 URI 21.06.2024
/ DE000GP6BTE1
Goldman Sachs Call 400 URI 21.06..../ DE000GP6BTE1 /
| 2024-06-14 9:03:21 AM |
Chg.+0.41 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.33EUR |
+1.96% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
400.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GP6BTE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.59 |
| Intrinsic value: |
17.56 |
| Implied volatility: |
3.96 |
| Historic volatility: |
0.32 |
| Parity: |
17.56 |
| Time value: |
3.34 |
| Break-even: |
609.00 |
| Moneyness: |
1.44 |
| Premium: |
0.06 |
| Premium p.a.: |
29.79 |
| Spread abs.: |
0.70 |
| Spread %: |
3.47% |
| Delta: |
0.83 |
| Theta: |
-6.08 |
| Omega: |
2.30 |
| Rho: |
0.04 |
Quote data
| Open: |
21.33 |
| High: |
21.33 |
| Low: |
21.33 |
| Previous Close: |
20.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.71% |
| 1 Month |
|
|
-22.77% |
| 3 Months |
|
|
-16.97% |
| YTD |
|
|
+22.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
22.85 |
20.92 |
| 1M High / 1M Low: |
29.24 |
20.92 |
| 6M High / 6M Low: |
31.27 |
14.39 |
| High (YTD): |
2024-03-22 |
31.27 |
| Low (YTD): |
2024-01-05 |
14.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
24.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
23.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.30% |
| Volatility 6M: |
|
79.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
