Goldman Sachs Call 390 M4I 21.06.2024
/ DE000GX8Z5F4
Goldman Sachs Call 390 M4I 21.06..../ DE000GX8Z5F4 /
2024-06-04 10:20:33 AM |
Chg.-0.52 |
Bid7:56:28 PM |
Ask7:56:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.95EUR |
-9.51% |
4.99 Bid Size: 10,000 |
5.06 Ask Size: 10,000 |
MASTERCARD INC.A DL-... |
390.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GX8Z5F |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MASTERCARD INC.A DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-08 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.74 |
Intrinsic value: |
1.63 |
Implied volatility: |
1.22 |
Historic volatility: |
0.14 |
Parity: |
1.63 |
Time value: |
3.45 |
Break-even: |
440.80 |
Moneyness: |
1.04 |
Premium: |
0.08 |
Premium p.a.: |
4.75 |
Spread abs.: |
0.07 |
Spread %: |
1.40% |
Delta: |
0.62 |
Theta: |
-1.23 |
Omega: |
4.92 |
Rho: |
0.09 |
Quote data
Open: |
4.95 |
High: |
4.95 |
Low: |
4.95 |
Previous Close: |
5.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.29% |
1 Month |
|
|
-3.88% |
3 Months |
|
|
-43.30% |
YTD |
|
|
+1.02% |
1 Year |
|
|
+36.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.58 |
4.92 |
1M High / 1M Low: |
6.75 |
4.92 |
6M High / 6M Low: |
9.76 |
3.95 |
High (YTD): |
2024-03-22 |
9.76 |
Low (YTD): |
2024-01-05 |
4.24 |
52W High: |
2024-03-22 |
9.76 |
52W Low: |
2023-10-27 |
2.16 |
Avg. price 1W: |
|
5.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.63 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.34 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
78.38% |
Volatility 6M: |
|
86.13% |
Volatility 1Y: |
|
88.69% |
Volatility 3Y: |
|
- |