Goldman Sachs Call 150 DVA 16.01.2026
/ DE000GG96BX7
Goldman Sachs Call 150 DVA 16.01..../ DE000GG96BX7 /
| 9/6/2024 10:23:09 AM |
Chg.-0.21 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
-8.30% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.00 |
| Time value: |
2.61 |
| Break-even: |
161.41 |
| Moneyness: |
1.00 |
| Premium: |
0.19 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
6.10% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
3.26 |
| Rho: |
0.80 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.78% |
| 1 Month |
|
|
+31.82% |
| 3 Months |
|
|
-10.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
2.32 |
| 1M High / 1M Low: |
2.79 |
1.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
