Goldman Sachs Call 140 ROST 17.01.2025
/ DE000GG6BG46
Goldman Sachs Call 140 ROST 17.01.../ DE000GG6BG46 /
| 12/11/2024 15:48:22 |
Chg.-0.160 |
Bid20:54:21 |
Ask20:54:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-17.39% |
0.750
Bid Size: 10,000 |
0.780
Ask Size: 10,000 |
Ross Stores Inc |
140.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG6BG4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
03/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
0.22 |
| Time value: |
0.65 |
| Break-even: |
139.99 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.05 |
| Spread %: |
6.10% |
| Delta: |
0.59 |
| Theta: |
-0.06 |
| Omega: |
9.08 |
| Rho: |
0.13 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.80% |
| 1 Month |
|
|
-3.80% |
| 3 Months |
|
|
-27.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.790 |
| 1M High / 1M Low: |
1.370 |
0.690 |
| 6M High / 6M Low: |
2.340 |
0.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.981 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.324 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.79% |
| Volatility 6M: |
|
190.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
