Goldman Sachs Call 160 ROST 15.11.2024
/ DE000GG9VGB7
Goldman Sachs Call 160 ROST 15.11.../ DE000GG9VGB7 /
| 8/16/2024 11:08:37 AM |
Chg.+0.120 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+54.55% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
160.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
6/20/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-1.11 |
| Time value: |
0.41 |
| Break-even: |
149.95 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.10 |
| Spread %: |
31.95% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
11.12 |
| Rho: |
0.10 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.83% |
| 1 Month |
|
|
-12.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.210 |
| 1M High / 1M Low: |
0.410 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
