Goldman Sachs Call 80 SAP 21.06.2024
/ DE000GK89P64
Goldman Sachs Call 80 SAP 21.06.2.../ DE000GK89P64 /
| 2024-06-04 9:38:01 AM |
Chg.+0.09 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.92EUR |
+1.02% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
80.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GK89P6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.84 |
| Intrinsic value: |
8.83 |
| Implied volatility: |
2.55 |
| Historic volatility: |
0.21 |
| Parity: |
8.83 |
| Time value: |
0.26 |
| Break-even: |
170.90 |
| Moneyness: |
2.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.15 |
| Spread %: |
1.68% |
| Delta: |
0.95 |
| Theta: |
-0.29 |
| Omega: |
1.76 |
| Rho: |
0.03 |
Quote data
| Open: |
8.92 |
| High: |
8.92 |
| Low: |
8.92 |
| Previous Close: |
8.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.42% |
| 1 Month |
|
|
-0.67% |
| 3 Months |
|
|
-6.99% |
| YTD |
|
|
+45.51% |
| 1 Year |
|
|
+88.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.74 |
8.61 |
| 1M High / 1M Low: |
10.22 |
8.61 |
| 6M High / 6M Low: |
10.30 |
5.71 |
| High (YTD): |
2024-03-27 |
10.30 |
| Low (YTD): |
2024-01-04 |
5.71 |
| 52W High: |
2024-03-27 |
10.30 |
| 52W Low: |
2023-07-26 |
4.27 |
| Avg. price 1W: |
|
9.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.70 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
41.16% |
| Volatility 6M: |
|
42.78% |
| Volatility 1Y: |
|
45.90% |
| Volatility 3Y: |
|
- |
