Goldman Sachs Call 5 BOY 20.12.2024
/ DE000GP1H0H6
Goldman Sachs Call 5 BOY 20.12.20.../ DE000GP1H0H6 /
04/09/2024 16:28:05 |
Chg.-0.49 |
Bid17:58:06 |
Ask17:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
4.04EUR |
-10.82% |
4.01 Bid Size: 5,000 |
4.21 Ask Size: 5,000 |
BCO BIL.VIZ.ARG.NOM.... |
5.00 - |
20/12/2024 |
Call |
Master data
WKN: |
GP1H0H |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 - |
Maturity: |
20/12/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.33 |
Intrinsic value: |
4.28 |
Implied volatility: |
0.73 |
Historic volatility: |
0.25 |
Parity: |
4.28 |
Time value: |
0.11 |
Break-even: |
9.39 |
Moneyness: |
1.86 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.20 |
Spread %: |
4.77% |
Delta: |
0.96 |
Theta: |
0.00 |
Omega: |
2.04 |
Rho: |
0.01 |
Quote data
Open: |
4.04 |
High: |
4.04 |
Low: |
4.04 |
Previous Close: |
4.53 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.62% |
1 Month |
|
|
-2.65% |
3 Months |
|
|
-10.62% |
YTD |
|
|
+22.05% |
1 Year |
|
|
+61.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.60 |
4.47 |
1M High / 1M Low: |
4.60 |
3.63 |
6M High / 6M Low: |
6.21 |
3.63 |
High (YTD): |
04/04/2024 |
6.21 |
Low (YTD): |
19/01/2024 |
3.08 |
52W High: |
04/04/2024 |
6.21 |
52W Low: |
07/09/2023 |
2.02 |
Avg. price 1W: |
|
4.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.08 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
38.14% |
Volatility 6M: |
|
58.27% |
Volatility 1Y: |
|
56.83% |
Volatility 3Y: |
|
- |