Goldman Sachs Call 700 1YD 21.06.2024
/ DE000GZ0MR38
Goldman Sachs Call 700 1YD 21.06..../ DE000GZ0MR38 /
| 2024-04-30 6:35:13 PM |
Chg.-0.150 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.870EUR |
-2.49% |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
700.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GZ0MR3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.26 |
| Intrinsic value: |
5.25 |
| Implied volatility: |
3.13 |
| Historic volatility: |
0.31 |
| Parity: |
5.25 |
| Time value: |
0.84 |
| Break-even: |
1,309.00 |
| Moneyness: |
1.75 |
| Premium: |
0.07 |
| Premium p.a.: |
2.37 |
| Spread abs.: |
0.30 |
| Spread %: |
5.18% |
| Delta: |
0.87 |
| Theta: |
-4.75 |
| Omega: |
1.75 |
| Rho: |
0.25 |
Quote data
| Open: |
5.950 |
| High: |
5.990 |
| Low: |
5.870 |
| Previous Close: |
6.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+10.55% |
| YTD |
|
|
+49.36% |
| 1 Year |
|
|
+233.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
6.460 |
2.150 |
| High (YTD): |
2024-04-12 |
6.460 |
| Low (YTD): |
2024-01-04 |
3.500 |
| 52W High: |
2024-04-12 |
6.460 |
| 52W Low: |
2023-06-02 |
1.470 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
4.772 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.110 |
| Avg. volume 1Y: |
|
1.951 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
95.30% |
| Volatility 1Y: |
|
98.93% |
| Volatility 3Y: |
|
- |
