Goldman Sachs Call 120 MMM 17.01.2025
/ DE000GG6DQV8
Goldman Sachs Call 120 MMM 17.01..../ DE000GG6DQV8 /
| 9/10/2024 11:05:43 AM |
Chg.-0.04 |
Bid9:17:25 PM |
Ask9:17:25 PM |
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 |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/4/2024 |
| Last trading day: |
1/16/2025 |
| 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: |
|
- |
