Goldman Sachs Call 220 ADP 21.06.2024
/ DE000GP5UZG5
Goldman Sachs Call 220 ADP 21.06..../ DE000GP5UZG5 /
| 2024-06-05 9:03:37 AM |
Chg.+0.28 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+12.73% |
-
Bid Size: - |
-
Ask Size: - |
AUTOM. DATA PROC. DL... |
220.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GP5UZG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AUTOM. DATA PROC. DL -,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.17 |
| Parity: |
0.58 |
| Time value: |
1.86 |
| Break-even: |
244.40 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
5.11 |
| Spread abs.: |
0.05 |
| Spread %: |
2.09% |
| Delta: |
0.59 |
| Theta: |
-0.67 |
| Omega: |
5.48 |
| Rho: |
0.05 |
Quote data
| Open: |
2.48 |
| High: |
2.48 |
| Low: |
2.48 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.89% |
| 1 Month |
|
|
+6.44% |
| 3 Months |
|
|
-8.82% |
| YTD |
|
|
+14.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
1.90 |
| 1M High / 1M Low: |
3.29 |
1.90 |
| 6M High / 6M Low: |
3.71 |
1.90 |
| High (YTD): |
2024-02-26 |
3.71 |
| Low (YTD): |
2024-05-30 |
1.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.96% |
| Volatility 6M: |
|
104.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
