Goldman Sachs Call 130 DIS 18.06.2026
/ DE000GG4FMH6
Goldman Sachs Call 130 DIS 18.06..../ DE000GG4FMH6 /
| 09/07/2024 10:34:38 |
Chg.-0.020 |
Bid19:09:55 |
Ask19:09:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-2.99% |
0.660
Bid Size: 20,000 |
0.670
Ask Size: 20,000 |
Walt Disney Co |
130.00 USD |
18/06/2026 |
Call |
Master data
| WKN: |
GG4FMH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
13.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-3.01 |
| Time value: |
0.65 |
| Break-even: |
126.53 |
| Moneyness: |
0.75 |
| Premium: |
0.41 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
4.80 |
| Rho: |
0.48 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.52% |
| 1 Month |
|
|
-17.72% |
| 3 Months |
|
|
-61.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.660 |
| 1M High / 1M Low: |
0.870 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.675 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.778 |
| Avg. volume 1M: |
|
3,157.895 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
