Goldman Sachs Call 450 MUV2 20.12.2024
/ DE000GP5E2E8
Goldman Sachs Call 450 MUV2 20.12.../ DE000GP5E2E8 /
| 2024-05-28 3:02:19 PM |
Chg.-0.06 |
Bid3:26:43 PM |
Ask3:26:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.22EUR |
-1.40% |
4.21
Bid Size: 2,000 |
4.31
Ask Size: 2,000 |
MUENCH.RUECKVERS.VNA... |
450.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
GP5E2E |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
1.25 |
| Time value: |
3.26 |
| Break-even: |
495.10 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
3.44% |
| Delta: |
0.64 |
| Theta: |
-0.10 |
| Omega: |
6.56 |
| Rho: |
1.42 |
Quote data
| Open: |
4.22 |
| High: |
4.22 |
| Low: |
4.22 |
| Previous Close: |
4.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.50% |
| 1 Month |
|
|
+148.24% |
| 3 Months |
|
|
+112.06% |
| YTD |
|
|
+462.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.36 |
3.88 |
| 1M High / 1M Low: |
4.36 |
1.41 |
| 6M High / 6M Low: |
4.36 |
0.69 |
| High (YTD): |
2024-05-22 |
4.36 |
| Low (YTD): |
2024-01-11 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.96% |
| Volatility 6M: |
|
173.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
