Goldman Sachs Call 100 6MK 20.09.2024
/ DE000GG0N315
Goldman Sachs Call 100 6MK 20.09..../ DE000GG0N315 /
| 12/07/2024 10:59:33 |
Chg.+0.16 |
Bid20:18:08 |
Ask20:18:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
+6.11% |
2.70
Bid Size: 50,000 |
2.71
Ask Size: 50,000 |
MERCK CO. D... |
100.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
GG0N31 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.16 |
| Parity: |
1.86 |
| Time value: |
0.96 |
| Break-even: |
128.20 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.05 |
| Spread %: |
1.81% |
| Delta: |
0.74 |
| Theta: |
-0.11 |
| Omega: |
3.12 |
| Rho: |
0.11 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.78 |
| Previous Close: |
2.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.32% |
| 1 Month |
|
|
-8.25% |
| 3 Months |
|
|
+4.12% |
| YTD |
|
|
+113.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
2.49 |
| 1M High / 1M Low: |
3.24 |
2.44 |
| 6M High / 6M Low: |
3.24 |
1.99 |
| High (YTD): |
25/06/2024 |
3.24 |
| Low (YTD): |
02/01/2024 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
47.62 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.76% |
| Volatility 6M: |
|
76.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
