Goldman Sachs Call 225 CAT1 21.06.2024
/ DE000GX8Z6W7
Goldman Sachs Call 225 CAT1 21.06.../ DE000GX8Z6W7 /
2024-05-06 10:57:34 AM |
Chg.+0.24 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.68EUR |
+2.30% |
- Bid Size: - |
- Ask Size: - |
CATERPILLAR INC. ... |
225.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GX8Z6W |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
CATERPILLAR INC. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
225.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-08 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.91 |
Intrinsic value: |
8.80 |
Implied volatility: |
1.26 |
Historic volatility: |
0.25 |
Parity: |
8.80 |
Time value: |
1.64 |
Break-even: |
329.40 |
Moneyness: |
1.39 |
Premium: |
0.05 |
Premium p.a.: |
0.50 |
Spread abs.: |
-0.10 |
Spread %: |
-0.95% |
Delta: |
0.83 |
Theta: |
-0.39 |
Omega: |
2.50 |
Rho: |
0.20 |
Quote data
Open: |
10.68 |
High: |
10.68 |
Low: |
10.68 |
Previous Close: |
10.44 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.34% |
1 Month |
|
|
-21.12% |
3 Months |
|
|
+12.90% |
YTD |
|
|
+52.14% |
1 Year |
|
|
+372.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
11.78 |
10.13 |
1M High / 1M Low: |
14.25 |
10.13 |
6M High / 6M Low: |
14.25 |
2.70 |
High (YTD): |
2024-04-08 |
14.25 |
Low (YTD): |
2024-01-17 |
5.48 |
52W High: |
2024-04-08 |
14.25 |
52W Low: |
2023-05-31 |
1.83 |
Avg. price 1W: |
|
10.76 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.31 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
6.40 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
93.72% |
Volatility 6M: |
|
89.40% |
Volatility 1Y: |
|
105.14% |
Volatility 3Y: |
|
- |