Goldman Sachs Call 150 ROST 16.08.2024
/ DE000GG6GGT6
Goldman Sachs Call 150 ROST 16.08.../ DE000GG6GGT6 /
| 2024-07-04 10:06:07 AM |
Chg.- |
Bid9:26:58 AM |
Ask9:26:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
- |
0.210
Bid Size: 10,000 |
0.280
Ask Size: 5,000 |
Ross Stores Inc |
150.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
GG6GGT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.56 |
| Time value: |
0.26 |
| Break-even: |
141.37 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.05 |
| Spread %: |
23.58% |
| Delta: |
0.35 |
| Theta: |
-0.06 |
| Omega: |
17.91 |
| Rho: |
0.05 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
-51.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.440 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
