Goldman Sachs Call 150 YUM 20.06.2025
/ DE000GG6GNK1
Goldman Sachs Call 150 YUM 20.06..../ DE000GG6GNK1 /
| 2024-11-19 9:37:49 AM |
Chg.+0.010 |
Bid9:04:47 PM |
Ask9:04:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
0.210
Bid Size: 30,000 |
0.220
Ask Size: 30,000 |
Yum Brands Inc |
150.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
GG6GNK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
-1.51 |
| Time value: |
0.29 |
| Break-even: |
144.46 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
11.63% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
12.17 |
| Rho: |
0.19 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-10.34% |
| 3 Months |
|
|
-48.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
0.410 |
0.230 |
| 6M High / 6M Low: |
0.870 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.04% |
| Volatility 6M: |
|
197.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
