Goldman Sachs Call 140 CMC 21.06.2024
/ DE000GK7P020
Goldman Sachs Call 140 CMC 21.06..../ DE000GK7P020 /
| 24/05/2024 11:15:35 |
Chg.- |
Bid09:01:33 |
Ask09:01:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.26EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
140.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
GK7P02 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
14/07/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
1.71 |
| Historic volatility: |
0.15 |
| Parity: |
4.50 |
| Time value: |
1.18 |
| Break-even: |
196.80 |
| Moneyness: |
1.32 |
| Premium: |
0.06 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.03 |
| Spread %: |
0.53% |
| Delta: |
0.80 |
| Theta: |
-0.47 |
| Omega: |
2.62 |
| Rho: |
0.06 |
Quote data
| Open: |
5.26 |
| High: |
5.26 |
| Low: |
5.26 |
| Previous Close: |
5.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.71% |
| 1 Month |
|
|
+3.75% |
| 3 Months |
|
|
+24.94% |
| YTD |
|
|
+74.17% |
| 1 Year |
|
|
+286.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.24 |
5.26 |
| 1M High / 1M Low: |
6.24 |
4.82 |
| 6M High / 6M Low: |
6.24 |
1.79 |
| High (YTD): |
20/05/2024 |
6.24 |
| Low (YTD): |
18/01/2024 |
2.81 |
| 52W High: |
20/05/2024 |
6.24 |
| 52W Low: |
27/10/2023 |
0.98 |
| Avg. price 1W: |
|
5.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.81% |
| Volatility 6M: |
|
68.24% |
| Volatility 1Y: |
|
82.95% |
| Volatility 3Y: |
|
- |
