Goldman Sachs Call 50 BNP
/ DE000GK7FNJ7
Goldman Sachs Call 50 BNP/ DE000GK7FNJ7 /
2024-06-20 11:04:14 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
- |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
50.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GK7FNJ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-07-04 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.87 |
Implied volatility: |
4.63 |
Historic volatility: |
0.23 |
Parity: |
0.87 |
Time value: |
0.20 |
Break-even: |
60.70 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.20 |
Spread %: |
22.99% |
Delta: |
0.78 |
Theta: |
-2.09 |
Omega: |
4.30 |
Rho: |
0.00 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.970 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.87% |
1 Month |
|
|
-46.11% |
3 Months |
|
|
-25.38% |
YTD |
|
|
-30.71% |
1 Year |
|
|
-11.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.830 |
1M High / 1M Low: |
1.870 |
0.830 |
6M High / 6M Low: |
2.260 |
0.500 |
High (YTD): |
2024-05-20 |
2.260 |
Low (YTD): |
2024-02-09 |
0.500 |
52W High: |
2024-05-20 |
2.260 |
52W Low: |
2024-02-09 |
0.500 |
Avg. price 1W: |
|
0.918 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.468 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.341 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.228 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
134.75% |
Volatility 6M: |
|
120.17% |
Volatility 1Y: |
|
103.19% |
Volatility 3Y: |
|
- |