Goldman Sachs Call 5 BOY 20.12.2024
/ DE000GP1H0H6
Goldman Sachs Call 5 BOY 20.12.20.../ DE000GP1H0H6 /
| 11/1/2024 10:34:59 AM |
Chg.- |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.23EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BCO BIL.VIZ.ARG.NOM.... |
5.00 EUR |
12/20/2024 |
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 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
11/4/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
4.10 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.27 |
| Parity: |
4.10 |
| Time value: |
0.17 |
| Break-even: |
9.27 |
| Moneyness: |
1.82 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
1.99 |
| Rho: |
0.00 |
Quote data
| Open: |
4.23 |
| High: |
4.23 |
| Low: |
4.23 |
| Previous Close: |
4.15 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.08% |
| 3 Months |
|
|
+6.02% |
| YTD |
|
|
+27.79% |
| 1 Year |
|
|
+39.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.46 |
4.05 |
| 6M High / 6M Low: |
5.21 |
3.63 |
| High (YTD): |
4/4/2024 |
6.21 |
| Low (YTD): |
1/19/2024 |
3.08 |
| 52W High: |
4/4/2024 |
6.21 |
| 52W Low: |
1/19/2024 |
3.08 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.42 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
33.70% |
| Volatility 6M: |
|
56.27% |
| Volatility 1Y: |
|
56.34% |
| Volatility 3Y: |
|
- |
