Goldman Sachs Call 24 COK 21.06.2024
/ DE000GQ7J456
Goldman Sachs Call 24 COK 21.06.2.../ DE000GQ7J456 /
| 2024-05-23 5:24:19 PM |
Chg.-0.030 |
Bid5:36:24 PM |
Ask5:36:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-3.66% |
0.810
Bid Size: 20,000 |
0.840
Ask Size: 20,000 |
CANCOM SE O.N. |
24.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ7J45 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.33 |
| Parity: |
0.82 |
| Time value: |
0.05 |
| Break-even: |
32.70 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.32 |
| Rho: |
0.02 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.790 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.95% |
| 1 Month |
|
|
+21.54% |
| 3 Months |
|
|
+38.60% |
| YTD |
|
|
+9.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.820 |
| 1M High / 1M Low: |
0.880 |
0.540 |
| 6M High / 6M Low: |
0.880 |
0.300 |
| High (YTD): |
2024-05-21 |
0.880 |
| Low (YTD): |
2024-03-20 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.584 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.14% |
| Volatility 6M: |
|
131.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
