Goldman Sachs Call 6100 UKX 16.12.2022
/ DE000GX1E568
Goldman Sachs Call 6100 UKX 16.12.../ DE000GX1E568 /
| 7/1/2022 7:15:11 PM |
Chg.+0.020 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.570EUR |
+0.15% |
14.000
Bid Size: 20,000 |
14.030
Ask Size: 20,000 |
FTSE 100 |
6,100.00 - |
12/16/2022 |
Call |
Master data
| WKN: |
GX1E56 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,100.00 - |
| Maturity: |
12/16/2022 |
| Issue date: |
9/13/2021 |
| Last trading day: |
12/15/2022 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
10.69 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.16 |
| Parity: |
10.69 |
| Time value: |
3.32 |
| Break-even: |
7,501.00 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.21% |
| Delta: |
0.56 |
| Theta: |
-1.12 |
| Omega: |
2.88 |
| Rho: |
12.03 |
Quote data
| Open: |
13.060 |
| High: |
13.620 |
| Low: |
13.040 |
| Previous Close: |
13.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.60% |
| 1 Month |
|
|
-24.40% |
| 3 Months |
|
|
-21.29% |
| YTD |
|
|
-14.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
14.650 |
13.550 |
| 1M High / 1M Low: |
18.050 |
11.750 |
| 6M High / 6M Low: |
18.880 |
11.750 |
| High (YTD): |
4/8/2022 |
18.880 |
| Low (YTD): |
6/23/2022 |
11.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
14.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
16.319 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.57% |
| Volatility 6M: |
|
84.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |