Goldman Sachs Call 200 ILU 16.06.2023
/ DE000GK6PZ98
Goldman Sachs Call 200 ILU 16.06..../ DE000GK6PZ98 /
| 6/5/2023 6:58:17 PM |
Chg.+0.150 |
Bid9:58:41 PM |
Ask9:58:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+15.00% |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
200.00 - |
6/16/2023 |
Call |
Master data
| WKN: |
GK6PZ9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
6/16/2023 |
| Issue date: |
6/24/2022 |
| Last trading day: |
6/15/2023 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.49 |
| Parity: |
-0.62 |
| Time value: |
1.09 |
| Break-even: |
210.90 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
15.53 |
| Spread abs.: |
0.05 |
| Spread %: |
4.81% |
| Delta: |
0.47 |
| Theta: |
-0.62 |
| Omega: |
8.27 |
| Rho: |
0.02 |
Quote data
| Open: |
1.020 |
| High: |
1.230 |
| Low: |
1.010 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+161.36% |
| 1 Month |
|
|
+23.66% |
| 3 Months |
|
|
-62.66% |
| YTD |
|
|
-58.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.440 |
| 1M High / 1M Low: |
1.470 |
0.440 |
| 6M High / 6M Low: |
4.080 |
0.440 |
| High (YTD): |
3/13/2023 |
4.080 |
| Low (YTD): |
5/30/2023 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
497.41% |
| Volatility 6M: |
|
339.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |