Goldman Sachs Call 3200 GVDBF 21.06.2024
/ DE000GK76JR6
Goldman Sachs Call 3200 GVDBF 21..../ DE000GK76JR6 /
| 2024-05-03 10:41:40 AM |
Chg.+0.55 |
Bid1:43:49 PM |
Ask1:43:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.06EUR |
+7.32% |
8.30
Bid Size: 5,000 |
8.40
Ask Size: 5,000 |
Givaudan SA |
3,200.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GK76JR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Givaudan SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,200.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.56 |
| Intrinsic value: |
8.39 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
8.39 |
| Time value: |
-0.27 |
| Break-even: |
4,012.00 |
| Moneyness: |
1.26 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.05 |
| Spread abs.: |
0.16 |
| Spread %: |
2.01% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.06 |
| High: |
8.06 |
| Low: |
8.06 |
| Previous Close: |
7.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.47% |
| 1 Month |
|
|
-3.82% |
| 3 Months |
|
|
+68.27% |
| YTD |
|
|
+109.90% |
| 1 Year |
|
|
+180.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.10 |
7.51 |
| 1M High / 1M Low: |
8.64 |
7.22 |
| 6M High / 6M Low: |
9.73 |
1.37 |
| High (YTD): |
2024-03-21 |
9.73 |
| Low (YTD): |
2024-01-23 |
2.33 |
| 52W High: |
2024-03-21 |
9.73 |
| 52W Low: |
2023-08-22 |
0.68 |
| Avg. price 1W: |
|
7.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.26% |
| Volatility 6M: |
|
155.45% |
| Volatility 1Y: |
|
165.14% |
| Volatility 3Y: |
|
- |
