Goldman Sachs Call 160 ROST 15.11.2024
/ DE000GG9VGB7
Goldman Sachs Call 160 ROST 15.11.../ DE000GG9VGB7 /
| 26/09/2024 10:27:19 |
Chg.- |
Bid12:33:07 |
Ask12:33:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
- |
0.220
Bid Size: 10,000 |
0.270
Ask Size: 5,000 |
Ross Stores Inc |
160.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
GG9VGB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
20/06/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.64 |
| Time value: |
0.27 |
| Break-even: |
145.83 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.05 |
| Spread %: |
22.94% |
| Delta: |
0.34 |
| Theta: |
-0.05 |
| Omega: |
17.38 |
| Rho: |
0.06 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-30.56% |
| 3 Months |
|
|
-40.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.150 |
| 1M High / 1M Low: |
0.360 |
0.150 |
| 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: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
