Goldman Sachs Call 90 WDP 21.06.2024
/ DE000GP72WB1
Goldman Sachs Call 90 WDP 21.06.2.../ DE000GP72WB1 /
| 2024-06-11 9:28:21 AM |
Chg.+0.11 |
Bid11:58:31 AM |
Ask11:58:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+10.19% |
1.17
Bid Size: 20,000 |
1.22
Ask Size: 20,000 |
DISNEY (WALT) CO. |
90.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GP72WB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.24 |
| Parity: |
0.55 |
| Time value: |
0.67 |
| Break-even: |
102.20 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
11.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.64 |
| Theta: |
-0.45 |
| Omega: |
5.03 |
| Rho: |
0.01 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.83% |
| 1 Month |
|
|
-23.23% |
| 3 Months |
|
|
-40.50% |
| YTD |
|
|
+58.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.06 |
| 1M High / 1M Low: |
1.53 |
1.02 |
| 6M High / 6M Low: |
3.16 |
0.66 |
| High (YTD): |
2024-04-03 |
3.16 |
| Low (YTD): |
2024-01-11 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.12% |
| Volatility 6M: |
|
137.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
