Goldman Sachs Call 150 TSM 16.08.2024
/ DE000GG4RW99
Goldman Sachs Call 150 TSM 16.08..../ DE000GG4RW99 /
| 2024-07-10 9:21:28 AM |
Chg.-0.05 |
Bid2:36:03 PM |
Ask2:36:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.67EUR |
-1.34% |
3.81
Bid Size: 5,000 |
3.88
Ask Size: 5,000 |
Taiwan Semiconductor... |
150.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
GG4RW9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
3.19 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.29 |
| Parity: |
3.19 |
| Time value: |
0.22 |
| Break-even: |
172.81 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.89% |
| Delta: |
0.90 |
| Theta: |
-0.09 |
| Omega: |
4.48 |
| Rho: |
0.12 |
Quote data
| Open: |
3.67 |
| High: |
3.67 |
| Low: |
3.67 |
| Previous Close: |
3.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.01% |
| 1 Month |
|
|
+89.18% |
| 3 Months |
|
|
+195.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
2.78 |
| 1M High / 1M Low: |
3.93 |
1.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
