Goldman Sachs Call 120 MMM 17.01.2025
/ DE000GG6DQV8
Goldman Sachs Call 120 MMM 17.01..../ DE000GG6DQV8 /
10/09/2024 11:05:43 |
Chg.-0.04 |
Bid21:41:00 |
Ask21:41:00 |
Underlying |
Strike price |
Expiration date |
Option type |
1.30EUR |
-2.99% |
1.39 Bid Size: 50,000 |
1.40 Ask Size: 50,000 |
3M Company |
120.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
GG6DQV |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
3M Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
04/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
0.77 |
Implied volatility: |
0.33 |
Historic volatility: |
0.31 |
Parity: |
0.77 |
Time value: |
0.62 |
Break-even: |
122.64 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.05 |
Spread %: |
3.73% |
Delta: |
0.70 |
Theta: |
-0.04 |
Omega: |
5.83 |
Rho: |
0.24 |
Quote data
Open: |
1.30 |
High: |
1.30 |
Low: |
1.30 |
Previous Close: |
1.34 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.21% |
1 Month |
|
|
+10.17% |
3 Months |
|
|
+490.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.65 |
1.34 |
1M High / 1M Low: |
1.65 |
1.04 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |