Goldman Sachs Call 150 YUM 20.06.2025
/ DE000GG6GNK1
Goldman Sachs Call 150 YUM 20.06..../ DE000GG6GNK1 /
| 8/8/2024 10:08:03 AM |
Chg.-0.020 |
Bid10:57:15 AM |
Ask10:57:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-3.57% |
0.540
Bid Size: 10,000 |
0.640
Ask Size: 10,000 |
Yum Brands Inc |
150.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
4/5/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-1.24 |
| Time value: |
0.58 |
| Break-even: |
143.07 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
8.55 |
| Rho: |
0.38 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+63.64% |
| 3 Months |
|
|
-11.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.470 |
| 1M High / 1M Low: |
0.570 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
