Goldman Sachs Call 110 6MK 20.09.2024
/ DE000GG1SU28
Goldman Sachs Call 110 6MK 20.09..../ DE000GG1SU28 /
| 31/07/2024 14:39:47 |
Chg.-1.01 |
Bid21:19:40 |
Ask21:19:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.80EUR |
-55.80% |
0.50
Bid Size: 50,000 |
0.51
Ask Size: 50,000 |
MERCK CO. D... |
110.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
GG1SU2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.18 |
| Parity: |
-0.34 |
| Time value: |
0.72 |
| Break-even: |
117.17 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.49 |
| Theta: |
-0.09 |
| Omega: |
7.22 |
| Rho: |
0.06 |
Quote data
| Open: |
0.80 |
| High: |
0.80 |
| Low: |
0.80 |
| Previous Close: |
1.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.02% |
| 1 Month |
|
|
-60.98% |
| 3 Months |
|
|
-61.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.51 |
| 1M High / 1M Low: |
1.89 |
1.46 |
| 6M High / 6M Low: |
2.36 |
1.42 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.24% |
| Volatility 6M: |
|
106.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
