Goldman Sachs Call 78.51 CFR 21.06.2024
/ DE000GK7JL59
Goldman Sachs Call 78.51 CFR 21.0.../ DE000GK7JL59 /
| 2024-05-02 9:46:20 AM |
Chg.+0.08 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
+1.51% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
78.51 CHF |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
9.81:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.11 |
| Intrinsic value: |
5.07 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.32 |
| Parity: |
5.07 |
| Time value: |
0.33 |
| Break-even: |
133.02 |
| Moneyness: |
1.62 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
0.93% |
| Delta: |
0.91 |
| Theta: |
-0.10 |
| Omega: |
2.23 |
| Rho: |
0.09 |
Quote data
| Open: |
5.37 |
| High: |
5.37 |
| Low: |
5.37 |
| Previous Close: |
5.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.13% |
| 1 Month |
|
|
-13.80% |
| 3 Months |
|
|
-4.96% |
| YTD |
|
|
+26.65% |
| 1 Year |
|
|
-25.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.44 |
5.29 |
| 1M High / 1M Low: |
6.23 |
5.08 |
| 6M High / 6M Low: |
7.63 |
3.13 |
| High (YTD): |
2024-03-14 |
7.63 |
| Low (YTD): |
2024-01-17 |
3.20 |
| 52W High: |
2023-05-12 |
8.50 |
| 52W Low: |
2023-10-27 |
3.05 |
| Avg. price 1W: |
|
5.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.42 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
41.76% |
| Volatility 6M: |
|
73.60% |
| Volatility 1Y: |
|
74.01% |
| Volatility 3Y: |
|
- |
