Goldman Sachs Call 355 M4I 21.06.2024
/ DE000GX8Z5G2
Goldman Sachs Call 355 M4I 21.06..../ DE000GX8Z5G2 /
2024-06-04 10:20:33 AM |
Chg.-0.54 |
Bid7:06:20 PM |
Ask7:06:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.14EUR |
-6.22% |
8.15 Bid Size: 10,000 |
8.25 Ask Size: 10,000 |
MASTERCARD INC.A DL-... |
355.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GX8Z5G |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MASTERCARD INC.A DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
355.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-08 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.19 |
Intrinsic value: |
5.13 |
Implied volatility: |
1.62 |
Historic volatility: |
0.14 |
Parity: |
5.13 |
Time value: |
3.14 |
Break-even: |
437.70 |
Moneyness: |
1.14 |
Premium: |
0.08 |
Premium p.a.: |
3.94 |
Spread abs.: |
0.07 |
Spread %: |
0.85% |
Delta: |
0.71 |
Theta: |
-1.44 |
Omega: |
3.51 |
Rho: |
0.10 |
Quote data
Open: |
8.14 |
High: |
8.14 |
Low: |
8.14 |
Previous Close: |
8.68 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.08% |
1 Month |
|
|
-2.16% |
3 Months |
|
|
-31.13% |
YTD |
|
|
+7.67% |
1 Year |
|
|
+45.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.76 |
8.12 |
1M High / 1M Low: |
9.94 |
8.12 |
6M High / 6M Low: |
12.89 |
6.47 |
High (YTD): |
2024-03-22 |
12.89 |
Low (YTD): |
2024-01-05 |
6.85 |
52W High: |
2024-03-22 |
12.89 |
52W Low: |
2023-10-27 |
3.93 |
Avg. price 1W: |
|
8.40 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
7.94 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
50.52% |
Volatility 6M: |
|
61.06% |
Volatility 1Y: |
|
66.26% |
Volatility 3Y: |
|
- |