Goldman Sachs Call 40 CIS 17.01.2025
/ DE000GP36U66
Goldman Sachs Call 40 CIS 17.01.2.../ DE000GP36U66 /
02/09/2024 09:20:45 |
Chg.-0.010 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
-1.00% |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
40.00 - |
17/01/2025 |
Call |
Master data
WKN: |
GP36U6 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
17/01/2025 |
Issue date: |
25/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.63 |
Historic volatility: |
0.18 |
Parity: |
0.58 |
Time value: |
0.43 |
Break-even: |
50.09 |
Moneyness: |
1.14 |
Premium: |
0.09 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
0.70% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
3.26 |
Rho: |
0.09 |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.990 |
Previous Close: |
1.000 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.98% |
1 Month |
|
|
+26.92% |
3 Months |
|
|
+43.48% |
YTD |
|
|
-9.17% |
1 Year |
|
|
-45.90% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.970 |
1M High / 1M Low: |
1.020 |
0.600 |
6M High / 6M Low: |
1.190 |
0.600 |
High (YTD): |
25/01/2024 |
1.270 |
Low (YTD): |
13/08/2024 |
0.600 |
52W High: |
04/09/2023 |
1.840 |
52W Low: |
13/08/2024 |
0.600 |
Avg. price 1W: |
|
1.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.832 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.848 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.046 |
Avg. volume 1Y: |
|
16.925 |
Volatility 1M: |
|
135.87% |
Volatility 6M: |
|
100.67% |
Volatility 1Y: |
|
89.29% |
Volatility 3Y: |
|
- |