Goldman Sachs Call 115 DIS 18.06.2026
/ DE000GG4FMV7
Goldman Sachs Call 115 DIS 18.06..../ DE000GG4FMV7 /
02/08/2024 09:22:31 |
Chg.-0.070 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-8.05% |
- Bid Size: - |
- Ask Size: - |
Walt Disney Co |
115.00 USD |
18/06/2026 |
Call |
Master data
WKN: |
GG4FMV |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
18/06/2026 |
Issue date: |
29/02/2024 |
Last trading day: |
17/06/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
-2.33 |
Time value: |
0.73 |
Break-even: |
112.70 |
Moneyness: |
0.78 |
Premium: |
0.37 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
2.82% |
Delta: |
0.39 |
Theta: |
-0.01 |
Omega: |
4.43 |
Rho: |
0.47 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.11% |
1 Month |
|
|
-23.81% |
3 Months |
|
|
-60.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.760 |
1M High / 1M Low: |
1.090 |
0.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.822 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.911 |
Avg. volume 1M: |
|
909.091 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |