Goldman Sachs Call 150 DVA 16.01.2026
/ DE000GG96BX7
Goldman Sachs Call 150 DVA 16.01..../ DE000GG96BX7 /
10/11/2024 10:23:28 AM |
Chg.+0.02 |
Bid11:00:17 AM |
Ask11:00:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.33EUR |
+0.60% |
3.32 Bid Size: 7,616 |
3.62 Ask Size: 7,616 |
DaVita Inc |
150.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
6/6/2024 |
Last trading day: |
1/15/2026 |
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: |
|
- |