Goldman Sachs Call 6 DBK 21.06.2024
/ DE000GK9L5R1
Goldman Sachs Call 6 DBK 21.06.20.../ DE000GK9L5R1 /
| 2024-04-30 10:11:26 AM |
Chg.-0.52 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.17EUR |
-5.37% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
6.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GK9L5R |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.04 |
| Intrinsic value: |
9.01 |
| Implied volatility: |
1.74 |
| Historic volatility: |
0.26 |
| Parity: |
9.01 |
| Time value: |
0.24 |
| Break-even: |
15.25 |
| Moneyness: |
2.50 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
1.65% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
1.56 |
| Rho: |
0.01 |
Quote data
| Open: |
9.17 |
| High: |
9.17 |
| Low: |
9.17 |
| Previous Close: |
9.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.07% |
| 1 Month |
|
|
+5.89% |
| 3 Months |
|
|
+34.65% |
| YTD |
|
|
+40.86% |
| 1 Year |
|
|
+124.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.64 |
9.17 |
| 1M High / 1M Low: |
10.64 |
8.52 |
| 6M High / 6M Low: |
10.64 |
4.71 |
| High (YTD): |
2024-04-26 |
10.64 |
| Low (YTD): |
2024-02-09 |
5.68 |
| 52W High: |
2024-04-26 |
10.64 |
| 52W Low: |
2023-06-23 |
3.65 |
| Avg. price 1W: |
|
9.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.44 |
| Avg. volume 1Y: |
|
149.61 |
| Volatility 1M: |
|
72.71% |
| Volatility 6M: |
|
48.99% |
| Volatility 1Y: |
|
52.69% |
| Volatility 3Y: |
|
- |
