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: |
|
- |