Goldman Sachs Call 110 MU 19.07.2024
/ DE000GG7AE71
Goldman Sachs Call 110 MU 19.07.2.../ DE000GG7AE71 /
| 16/07/2024 11:20:00 |
Chg.-0.29 |
Bid16:04:45 |
Ask16:04:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
-13.06% |
1.68
Bid Size: 20,000 |
1.70
Ask Size: 20,000 |
Micron Technology In... |
110.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
GG7AE7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Micron Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
1.61 |
| Historic volatility: |
0.35 |
| Parity: |
1.91 |
| Time value: |
0.10 |
| Break-even: |
121.03 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
1.61 |
| Spread abs.: |
0.10 |
| Spread %: |
5.24% |
| Delta: |
0.90 |
| Theta: |
-0.53 |
| Omega: |
5.36 |
| Rho: |
0.01 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.21% |
| 1 Month |
|
|
-43.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.07 |
| 1M High / 1M Low: |
4.49 |
1.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
