Goldman Sachs Call 115 DIS 20.03.2026
/ DE000GG4FN11
Goldman Sachs Call 115 DIS 20.03..../ DE000GG4FN11 /
| 15/11/2024 09:58:16 |
Chg.+0.14 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+13.59% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
115.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG4FN1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.56 |
| Time value: |
1.25 |
| Break-even: |
121.72 |
| Moneyness: |
0.95 |
| Premium: |
0.17 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
4.55 |
| Rho: |
0.60 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
+67.14% |
| 3 Months |
|
|
+138.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.81 |
| 1M High / 1M Low: |
1.03 |
0.70 |
| 6M High / 6M Low: |
1.36 |
0.48 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.79 |
| Avg. volume 1M: |
|
181.82 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
682.17 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.33% |
| Volatility 6M: |
|
106.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
