Goldman Sachs Call 100 FI 21.06.2024
/ DE000GP1GXE3
Goldman Sachs Call 100 FI 21.06.2.../ DE000GP1GXE3 /
2024-06-04 10:29:31 AM |
Chg.- |
Bid9:02:22 AM |
Ask9:02:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.44EUR |
- |
4.46 Bid Size: 3,000 |
- Ask Size: - |
Fiserv |
100.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GP1GXE |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.63 |
Intrinsic value: |
3.61 |
Implied volatility: |
2.32 |
Historic volatility: |
0.15 |
Parity: |
3.61 |
Time value: |
0.96 |
Break-even: |
145.70 |
Moneyness: |
1.36 |
Premium: |
0.07 |
Premium p.a.: |
3.31 |
Spread abs.: |
0.10 |
Spread %: |
2.24% |
Delta: |
0.81 |
Theta: |
-0.56 |
Omega: |
2.41 |
Rho: |
0.03 |
Quote data
Open: |
4.44 |
High: |
4.44 |
Low: |
4.44 |
Previous Close: |
4.63 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.54% |
1 Month |
|
|
-5.73% |
3 Months |
|
|
-5.93% |
YTD |
|
|
+33.73% |
1 Year |
|
|
+106.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.63 |
4.33 |
1M High / 1M Low: |
5.17 |
4.33 |
6M High / 6M Low: |
5.61 |
3.18 |
High (YTD): |
2024-03-28 |
5.61 |
Low (YTD): |
2024-01-03 |
3.22 |
52W High: |
2024-03-28 |
5.61 |
52W Low: |
2023-10-23 |
1.69 |
Avg. price 1W: |
|
4.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.44 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.51 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
49.70% |
Volatility 6M: |
|
54.42% |
Volatility 1Y: |
|
59.72% |
Volatility 3Y: |
|
- |