Goldman Sachs Call 160 TXN 20.09.2024
/ DE000GG7D5U5
Goldman Sachs Call 160 TXN 20.09..../ DE000GG7D5U5 /
| 11/07/2024 11:45:59 |
Chg.- |
Bid10:05:39 |
Ask10:05:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.00EUR |
- |
3.78
Bid Size: 5,000 |
3.85
Ask Size: 5,000 |
Texas Instruments In... |
160.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GG7D5U |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.78 |
| Intrinsic value: |
3.68 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
3.68 |
| Time value: |
0.26 |
| Break-even: |
186.54 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
1.81% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
4.23 |
| Rho: |
0.24 |
Quote data
| Open: |
4.00 |
| High: |
4.00 |
| Low: |
4.00 |
| Previous Close: |
3.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.24% |
| 1 Month |
|
|
+7.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.00 |
3.80 |
| 1M High / 1M Low: |
4.00 |
3.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
