Goldman Sachs Call 45 CIS 21.06.2024
/ DE000GP36XM1
Goldman Sachs Call 45 CIS 21.06.2.../ DE000GP36XM1 /
2024-06-14 10:58:11 AM |
Chg.-0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
-25.00% |
- Bid Size: - |
- Ask Size: - |
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: |
42.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.86 |
Historic volatility: |
0.17 |
Parity: |
-0.23 |
Time value: |
0.10 |
Break-even: |
46.00 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
95.34 |
Spread abs.: |
0.02 |
Spread %: |
25.00% |
Delta: |
0.34 |
Theta: |
-0.15 |
Omega: |
14.42 |
Rho: |
0.00 |
Quote data
Open: |
0.060 |
High: |
0.060 |
Low: |
0.060 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-57.14% |
1 Month |
|
|
-85.71% |
3 Months |
|
|
-88.46% |
YTD |
|
|
-90.48% |
1 Year |
|
|
-93.10% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.060 |
1M High / 1M Low: |
0.670 |
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: |
|
0.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.212 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.465 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.696 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
415.59% |
Volatility 6M: |
|
201.34% |
Volatility 1Y: |
|
158.07% |
Volatility 3Y: |
|
- |