Goldman Sachs Call 300 IUI1 21.06.2024
/ DE000GZ900V1
Goldman Sachs Call 300 IUI1 21.06.../ DE000GZ900V1 /
2024-06-04 9:50:37 AM |
Chg.-0.010 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
-1.03% |
- Bid Size: - |
- Ask Size: - |
INTUITIVE SURGIC. DL... |
300.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GZ900V |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
INTUITIVE SURGIC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-22 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.70 |
Implied volatility: |
1.95 |
Historic volatility: |
0.24 |
Parity: |
0.70 |
Time value: |
0.28 |
Break-even: |
398.00 |
Moneyness: |
1.23 |
Premium: |
0.07 |
Premium p.a.: |
3.72 |
Spread abs.: |
0.02 |
Spread %: |
2.08% |
Delta: |
0.76 |
Theta: |
-1.43 |
Omega: |
2.88 |
Rho: |
0.09 |
Quote data
Open: |
0.960 |
High: |
0.960 |
Low: |
0.960 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.05% |
1 Month |
|
|
+24.68% |
3 Months |
|
|
-2.04% |
YTD |
|
|
+77.78% |
1 Year |
|
|
+77.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.920 |
1M High / 1M Low: |
1.020 |
0.780 |
6M High / 6M Low: |
1.020 |
0.360 |
High (YTD): |
2024-05-27 |
1.020 |
Low (YTD): |
2024-01-05 |
0.430 |
52W High: |
2024-05-27 |
1.020 |
52W Low: |
2023-10-30 |
0.160 |
Avg. price 1W: |
|
0.952 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.898 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.773 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.599 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
98.07% |
Volatility 6M: |
|
114.05% |
Volatility 1Y: |
|
117.58% |
Volatility 3Y: |
|
- |