Goldman Sachs Call 45 CIS 21.06.2024
/ DE000GP36XM1
Goldman Sachs Call 45 CIS 21.06.2.../ DE000GP36XM1 /
2024-06-18 10:34:46 AM |
Chg.-0.009 |
Bid7:00:23 PM |
Ask7:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.071EUR |
-11.25% |
0.085 Bid Size: 100,000 |
0.088 Ask Size: 100,000 |
CISCO SYSTEMS DL-... |
45.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GP36XM |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-04-25 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
50.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.15 |
Historic volatility: |
0.17 |
Parity: |
-0.25 |
Time value: |
0.09 |
Break-even: |
45.85 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
8.97% |
Delta: |
0.31 |
Theta: |
-0.26 |
Omega: |
15.72 |
Rho: |
0.00 |
Quote data
Open: |
0.071 |
High: |
0.071 |
Low: |
0.071 |
Previous Close: |
0.080 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.00% |
1 Month |
|
|
-80.28% |
3 Months |
|
|
-84.89% |
YTD |
|
|
-88.73% |
1 Year |
|
|
-91.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.060 |
1M High / 1M Low: |
0.330 |
0.060 |
6M High / 6M Low: |
0.780 |
0.060 |
High (YTD): |
2024-01-30 |
0.780 |
Low (YTD): |
2024-06-14 |
0.060 |
52W High: |
2023-09-04 |
1.360 |
52W Low: |
2024-06-14 |
0.060 |
Avg. price 1W: |
|
0.086 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.167 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.461 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.692 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
364.33% |
Volatility 6M: |
|
206.60% |
Volatility 1Y: |
|
161.81% |
Volatility 3Y: |
|
- |