Goldman Sachs Call 150 DVA 16.01.2026
/ DE000GG96BX7
Goldman Sachs Call 150 DVA 16.01..../ DE000GG96BX7 /
| 2024-07-31 11:31:11 AM |
Chg.-0.07 |
Bid6:39:32 PM |
Ask6:39:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
-3.37% |
1.97
Bid Size: 5,000 |
2.02
Ask Size: 5,000 |
DaVita Inc |
150.00 USD |
2026-01-16 |
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: |
2026-01-16 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-1.25 |
| Time value: |
2.10 |
| Break-even: |
159.69 |
| Moneyness: |
0.91 |
| Premium: |
0.27 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
5.00% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
3.34 |
| Rho: |
0.72 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.01 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.27% |
| 1 Month |
|
|
-14.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
2.05 |
| 1M High / 1M Low: |
2.42 |
1.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
