Goldman Sachs Call 140 FI 20.09.2024
/ DE000GG6VGL2
Goldman Sachs Call 140 FI 20.09.2.../ DE000GG6VGL2 /
10/09/2024 10:27:04 |
Chg.+0.12 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
2.94EUR |
+4.26% |
- Bid Size: - |
- Ask Size: - |
Fiserv |
140.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
GG6VGL |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
19/04/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.95 |
Intrinsic value: |
2.94 |
Implied volatility: |
1.08 |
Historic volatility: |
0.15 |
Parity: |
2.94 |
Time value: |
0.16 |
Break-even: |
157.86 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.15 |
Spread %: |
5.08% |
Delta: |
0.90 |
Theta: |
-0.26 |
Omega: |
4.52 |
Rho: |
0.03 |
Quote data
Open: |
2.94 |
High: |
2.94 |
Low: |
2.94 |
Previous Close: |
2.82 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.77% |
1 Month |
|
|
+43.41% |
3 Months |
|
|
+102.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.12 |
2.79 |
1M High / 1M Low: |
3.14 |
2.09 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |