Goldman Sachs Call 150 DVA 17.01.2025
/ DE000GG96DA1
Goldman Sachs Call 150 DVA 17.01..../ DE000GG96DA1 /
| 8/2/2024 9:26:42 AM |
Chg.+0.020 |
Bid10:58:06 AM |
Ask10:58:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+2.38% |
0.880
Bid Size: 5,000 |
1.030
Ask Size: 2,000 |
DaVita Inc |
150.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GG96DA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
6/6/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
-1.16 |
| Time value: |
1.01 |
| Break-even: |
149.16 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.10 |
| Spread %: |
10.99% |
| Delta: |
0.45 |
| Theta: |
-0.05 |
| Omega: |
5.69 |
| Rho: |
0.22 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.86% |
| 1 Month |
|
|
-10.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.840 |
| 1M High / 1M Low: |
1.210 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.966 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
