Goldman Sachs Call 78.51 CFR 21.06.2024
/ DE000GK7JL59
Goldman Sachs Call 78.51 CFR 21.0.../ DE000GK7JL59 /
| 17/05/2024 11:47:32 |
Chg.+0.89 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.88EUR |
+14.86% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
78.51 CHF |
21/06/2024 |
Call |
Master data
| WKN: |
GK7JL5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.51 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
05/07/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
9.81:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.05 |
| Intrinsic value: |
6.02 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.31 |
| Parity: |
6.02 |
| Time value: |
0.18 |
| Break-even: |
140.57 |
| Moneyness: |
1.74 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
1.14% |
| Delta: |
0.95 |
| Theta: |
-0.09 |
| Omega: |
2.16 |
| Rho: |
0.07 |
Quote data
| Open: |
6.88 |
| High: |
6.88 |
| Low: |
6.88 |
| Previous Close: |
5.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.48% |
| 1 Month |
|
|
+26.70% |
| 3 Months |
|
|
+6.34% |
| YTD |
|
|
+62.26% |
| 1 Year |
|
|
-14.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.05 |
5.90 |
| 1M High / 1M Low: |
6.05 |
5.08 |
| 6M High / 6M Low: |
7.63 |
3.20 |
| High (YTD): |
14/03/2024 |
7.63 |
| Low (YTD): |
17/01/2024 |
3.20 |
| 52W High: |
17/05/2023 |
8.04 |
| 52W Low: |
27/10/2023 |
3.05 |
| Avg. price 1W: |
|
5.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.34 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
43.04% |
| Volatility 6M: |
|
67.51% |
| Volatility 1Y: |
|
71.75% |
| Volatility 3Y: |
|
- |
