Goldman Sachs Call 150 DVA 17.01.2025
/ DE000GG96DA1
Goldman Sachs Call 150 DVA 17.01..../ DE000GG96DA1 /
| 2024-12-20 10:58:27 AM |
Chg.-0.030 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
150.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
0.18 |
| Time value: |
0.62 |
| Break-even: |
151.82 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.20 |
| Spread %: |
33.39% |
| Delta: |
0.57 |
| Theta: |
-0.13 |
| Omega: |
10.41 |
| Rho: |
0.06 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.85% |
| 1 Month |
|
|
-77.46% |
| 3 Months |
|
|
-79.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.390 |
| 1M High / 1M Low: |
1.930 |
0.390 |
| 6M High / 6M Low: |
2.280 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.98% |
| Volatility 6M: |
|
216.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
