Goldman Sachs Call 100 CMC 21.06.2024
/ DE000GK76X51
Goldman Sachs Call 100 CMC 21.06..../ DE000GK76X51 /
| 2024-04-30 6:28:22 PM |
Chg.-0.060 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.810EUR |
-0.68% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
100.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GK76X5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.69 |
| Intrinsic value: |
8.67 |
| Implied volatility: |
3.37 |
| Historic volatility: |
0.15 |
| Parity: |
8.67 |
| Time value: |
1.12 |
| Break-even: |
197.90 |
| Moneyness: |
1.87 |
| Premium: |
0.06 |
| Premium p.a.: |
2.25 |
| Spread abs.: |
0.30 |
| Spread %: |
3.16% |
| Delta: |
0.89 |
| Theta: |
-0.75 |
| Omega: |
1.69 |
| Rho: |
0.03 |
Quote data
| Open: |
8.770 |
| High: |
8.810 |
| Low: |
8.760 |
| Previous Close: |
8.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+24.96% |
| YTD |
|
|
+37.23% |
| 1 Year |
|
|
+107.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
9.230 |
5.360 |
| High (YTD): |
2024-04-02 |
9.230 |
| Low (YTD): |
2024-01-18 |
6.170 |
| 52W High: |
2024-04-02 |
9.230 |
| 52W Low: |
2023-10-27 |
3.820 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
7.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.700 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
43.22% |
| Volatility 1Y: |
|
44.48% |
| Volatility 3Y: |
|
- |
