Goldman Sachs Call 88.33 CFR 21.06.2024
/ DE000GK7JLD6
Goldman Sachs Call 88.33 CFR 21.0.../ DE000GK7JLD6 /
| 2024-06-14 10:49:53 AM |
Chg.-0.49 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.83EUR |
-7.75% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
88.33 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
GK7JLD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.33 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
9.81:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.82 |
| Intrinsic value: |
5.81 |
| Implied volatility: |
3.85 |
| Historic volatility: |
0.31 |
| Parity: |
5.81 |
| Time value: |
0.52 |
| Break-even: |
154.81 |
| Moneyness: |
1.62 |
| Premium: |
0.03 |
| Premium p.a.: |
6.56 |
| Spread abs.: |
0.15 |
| Spread %: |
2.43% |
| Delta: |
0.89 |
| Theta: |
-1.18 |
| Omega: |
2.14 |
| Rho: |
0.01 |
Quote data
| Open: |
5.83 |
| High: |
5.83 |
| Low: |
5.83 |
| Previous Close: |
6.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.58% |
| 1 Month |
|
|
+16.83% |
| 3 Months |
|
|
-7.75% |
| YTD |
|
|
+79.38% |
| 1 Year |
|
|
-8.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.44 |
5.83 |
| 1M High / 1M Low: |
6.52 |
4.99 |
| 6M High / 6M Low: |
6.61 |
2.24 |
| High (YTD): |
2024-03-14 |
6.61 |
| Low (YTD): |
2024-01-17 |
2.24 |
| 52W High: |
2023-07-14 |
6.88 |
| 52W Low: |
2023-10-27 |
2.20 |
| Avg. price 1W: |
|
6.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.35 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.52% |
| Volatility 6M: |
|
84.55% |
| Volatility 1Y: |
|
88.03% |
| Volatility 3Y: |
|
- |
