Goldman Sachs Call 320 ANET 21.06.2024
/ DE000GG6GMJ5
Goldman Sachs Call 320 ANET 21.06.../ DE000GG6GMJ5 /
5/29/2024 10:12:54 AM |
Chg.-0.130 |
Bid5:48:34 PM |
Ask5:48:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-19.70% |
0.620 Bid Size: 5,000 |
0.690 Ask Size: 5,000 |
Arista Networks |
320.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
GG6GMJ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Arista Networks |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
4/5/2024 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.40 |
Parity: |
-1.15 |
Time value: |
0.77 |
Break-even: |
302.60 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
1.83 |
Spread abs.: |
0.15 |
Spread %: |
24.19% |
Delta: |
0.38 |
Theta: |
-0.26 |
Omega: |
14.13 |
Rho: |
0.06 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.660 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.47% |
1 Month |
|
|
+10.42% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.590 |
1M High / 1M Low: |
1.830 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.762 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.845 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
547.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |