Goldman Sachs Call 150 DVA 16.01.2026
/ DE000GG96BX7
Goldman Sachs Call 150 DVA 16.01..../ DE000GG96BX7 /
| 11/10/2024 10:23:28 |
Chg.+0.02 |
Bid11:14:35 |
Ask11:14:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.33EUR |
+0.60% |
3.31
Bid Size: 7,616 |
3.61
Ask Size: 7,616 |
DaVita Inc |
150.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
GG96BX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
06/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.26 |
| Parity: |
0.86 |
| Time value: |
2.64 |
| Break-even: |
172.19 |
| Moneyness: |
1.06 |
| Premium: |
0.18 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
4.48% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
2.81 |
| Rho: |
0.80 |
Quote data
| Open: |
3.33 |
| High: |
3.33 |
| Low: |
3.33 |
| Previous Close: |
3.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.52% |
| 1 Month |
|
|
+26.62% |
| 3 Months |
|
|
+54.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
2.96 |
| 1M High / 1M Low: |
3.48 |
2.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
