Goldman Sachs Call 45 EBA 21.06.2024
/ DE000GP5NEL5
Goldman Sachs Call 45 EBA 21.06.2.../ DE000GP5NEL5 /
| 2024-05-24 10:15:20 AM |
Chg.-0.020 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-2.70% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
45.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GP5NEL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.24 |
| Parity: |
0.52 |
| Time value: |
0.42 |
| Break-even: |
54.40 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.05 |
| Spread %: |
5.62% |
| Delta: |
0.69 |
| Theta: |
-0.11 |
| Omega: |
3.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.37% |
| 1 Month |
|
|
+18.03% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
+157.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.590 |
| 1M High / 1M Low: |
0.770 |
0.450 |
| 6M High / 6M Low: |
0.790 |
0.130 |
| High (YTD): |
2024-03-14 |
0.790 |
| Low (YTD): |
2024-01-16 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.418 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.60% |
| Volatility 6M: |
|
181.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
