Goldman Sachs Call 250 ANET 19.07.2024
/ DE000GG68AB4
Goldman Sachs Call 250 ANET 19.07.../ DE000GG68AB4 /
| 2024-06-10 10:24:55 AM |
Chg.+0.06 |
Bid2:19:46 PM |
Ask2:19:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.67EUR |
+1.30% |
4.69
Bid Size: 2,000 |
4.84
Ask Size: 2,000 |
Arista Networks |
250.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
GG68AB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Arista Networks |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.56 |
| Intrinsic value: |
4.34 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
4.34 |
| Time value: |
0.42 |
| Break-even: |
279.54 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
3.25% |
| Delta: |
0.87 |
| Theta: |
-0.15 |
| Omega: |
5.03 |
| Rho: |
0.20 |
Quote data
| Open: |
4.67 |
| High: |
4.67 |
| Low: |
4.67 |
| Previous Close: |
4.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.30% |
| 1 Month |
|
|
-7.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.88 |
4.38 |
| 1M High / 1M Low: |
7.61 |
4.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
