Goldman Sachs Call 115 DIS 18.09.2026
/ DE000GG9AXL5
Goldman Sachs Call 115 DIS 18.09..../ DE000GG9AXL5 /
| 11/10/2024 16:21:07 |
Chg.+0.020 |
Bid21:57:00 |
Ask21:57:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+2.27% |
0.890
Bid Size: 10,000 |
0.900
Ask Size: 5,000 |
Walt Disney Co |
115.00 USD |
18/09/2026 |
Call |
Master data
| WKN: |
GG9AXL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
18/09/2026 |
| Issue date: |
07/06/2024 |
| Last trading day: |
17/09/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-1.91 |
| Time value: |
0.91 |
| Break-even: |
114.26 |
| Moneyness: |
0.82 |
| Premium: |
0.33 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
4.18 |
| Rho: |
0.56 |
Quote data
| Open: |
0.850 |
| High: |
0.900 |
| Low: |
0.850 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+30.43% |
| 3 Months |
|
|
-15.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.810 |
| 1M High / 1M Low: |
0.920 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.829 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
