Goldman Sachs Call 250 AMGN 21.06.2024
/ DE000GQ72ZJ5
Goldman Sachs Call 250 AMGN 21.06.../ DE000GQ72ZJ5 /
| 2024-05-24 10:41:57 AM |
Chg.-0.42 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.22EUR |
-7.45% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
250.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ72ZJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.21 |
| Intrinsic value: |
5.15 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.22 |
| Parity: |
5.15 |
| Time value: |
0.16 |
| Break-even: |
283.58 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
1.92% |
| Delta: |
0.94 |
| Theta: |
-0.10 |
| Omega: |
5.01 |
| Rho: |
0.16 |
Quote data
| Open: |
5.22 |
| High: |
5.22 |
| Low: |
5.22 |
| Previous Close: |
5.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.94% |
| 1 Month |
|
|
+147.39% |
| 3 Months |
|
|
+22.82% |
| YTD |
|
|
+23.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.05 |
5.22 |
| 1M High / 1M Low: |
6.38 |
2.11 |
| 6M High / 6M Low: |
7.15 |
1.84 |
| High (YTD): |
2024-02-02 |
7.15 |
| Low (YTD): |
2024-04-19 |
1.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
481.22% |
| Volatility 6M: |
|
218.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
