Goldman Sachs Call 100 6MK 20.09.2024
/ DE000GG0N315
Goldman Sachs Call 100 6MK 20.09..../ DE000GG0N315 /
| 26/06/2024 21:54:44 |
Chg.- |
Bid08:55:01 |
Ask08:55:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.16 |
| Parity: |
2.31 |
| Time value: |
0.82 |
| Break-even: |
131.30 |
| Moneyness: |
1.23 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
0.64% |
| Delta: |
0.78 |
| Theta: |
-0.09 |
| Omega: |
3.06 |
| Rho: |
0.15 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
3.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+11.03% |
| 3 Months |
|
|
-1.89% |
| YTD |
|
|
+140.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.24 |
2.73 |
| 1M High / 1M Low: |
3.24 |
2.42 |
| 6M High / 6M Low: |
3.24 |
1.24 |
| High (YTD): |
25/06/2024 |
3.24 |
| Low (YTD): |
02/01/2024 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.59 |
| Avg. volume 6M: |
|
47.24 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.80% |
| Volatility 6M: |
|
78.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
