Goldman Sachs Call 160 TRV 21.06.2024
/ DE000GP79HP7
Goldman Sachs Call 160 TRV 21.06..../ DE000GP79HP7 /
| 2024-05-07 10:48:58 AM |
Chg.+0.30 |
Bid10:57:45 AM |
Ask10:57:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.34EUR |
+5.95% |
5.35
Bid Size: 2,000 |
5.50
Ask Size: 2,000 |
The Travelers Compan... |
160.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GP79HP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
4.05 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.17 |
| Parity: |
4.05 |
| Time value: |
1.43 |
| Break-even: |
214.80 |
| Moneyness: |
1.25 |
| Premium: |
0.07 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.20 |
| Spread %: |
3.79% |
| Delta: |
0.78 |
| Theta: |
-0.29 |
| Omega: |
2.84 |
| Rho: |
0.12 |
Quote data
| Open: |
5.34 |
| High: |
5.34 |
| Low: |
5.34 |
| Previous Close: |
5.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.74% |
| 1 Month |
|
|
-18.35% |
| 3 Months |
|
|
+3.89% |
| YTD |
|
|
+72.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.36 |
5.04 |
| 1M High / 1M Low: |
6.71 |
4.57 |
| 6M High / 6M Low: |
6.71 |
1.67 |
| High (YTD): |
2024-04-08 |
6.71 |
| Low (YTD): |
2024-01-02 |
3.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.81% |
| Volatility 6M: |
|
77.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
