Goldman Sachs Call 100 6MK 20.09.2024
/ DE000GG0N315
Goldman Sachs Call 100 6MK 20.09..../ DE000GG0N315 /
7/26/2024 10:21:11 AM |
Chg.+0.06 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.48EUR |
+2.48% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
100.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
12/6/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.59 |
Intrinsic value: |
1.54 |
Implied volatility: |
0.92 |
Historic volatility: |
0.16 |
Parity: |
1.54 |
Time value: |
0.90 |
Break-even: |
124.40 |
Moneyness: |
1.15 |
Premium: |
0.08 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.02 |
Spread %: |
0.83% |
Delta: |
0.72 |
Theta: |
-0.13 |
Omega: |
3.43 |
Rho: |
0.09 |
Quote data
Open: |
2.48 |
High: |
2.48 |
Low: |
2.48 |
Previous Close: |
2.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.53% |
1 Month |
|
|
-20.26% |
3 Months |
|
|
-18.42% |
YTD |
|
|
+90.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.50 |
2.40 |
1M High / 1M Low: |
3.11 |
2.35 |
6M High / 6M Low: |
3.24 |
2.19 |
High (YTD): |
6/25/2024 |
3.24 |
Low (YTD): |
1/2/2024 |
1.59 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.71 |
Avg. volume 6M: |
|
47.62 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.57% |
Volatility 6M: |
|
78.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |