Goldman Sachs Call 300 ANET 21.06.2024
/ DE000GG6DLA3
Goldman Sachs Call 300 ANET 21.06.../ DE000GG6DLA3 /
| 2024-05-28 12:32:49 PM |
Chg.+0.08 |
Bid8:21:35 PM |
Ask8:21:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
+5.37% |
1.48
Bid Size: 5,000 |
1.55
Ask Size: 5,000 |
Arista Networks |
300.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG6DLA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Arista Networks |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.40 |
| Parity: |
0.60 |
| Time value: |
0.75 |
| Break-even: |
289.71 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.10 |
| Spread %: |
8.00% |
| Delta: |
0.62 |
| Theta: |
-0.21 |
| Omega: |
13.06 |
| Rho: |
0.11 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.62% |
| 1 Month |
|
|
+44.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
1.41 |
| 1M High / 1M Low: |
3.16 |
0.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
434.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
