Goldman Sachs Call 160 DVA 17.01.2025
/ DE000GG96CA3
Goldman Sachs Call 160 DVA 17.01..../ DE000GG96CA3 /
| 2024-12-20 10:58:27 AM |
Chg.-0.010 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
160.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
GG96CA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
34.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
-0.78 |
| Time value: |
0.42 |
| Break-even: |
157.62 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
1.92 |
| Spread abs.: |
0.20 |
| Spread %: |
90.91% |
| Delta: |
0.37 |
| Theta: |
-0.13 |
| Omega: |
12.65 |
| Rho: |
0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-85.71% |
| 3 Months |
|
|
-88.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.150 |
| 1M High / 1M Low: |
1.180 |
0.150 |
| 6M High / 6M Low: |
1.650 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.832 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.95% |
| Volatility 6M: |
|
263.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
