Goldman Sachs Call 160 TXN 20.09.2024
/ DE000GG7D5U5
Goldman Sachs Call 160 TXN 20.09..../ DE000GG7D5U5 /
| 9/13/2024 10:59:50 AM |
Chg.-0.67 |
Bid6:52:31 PM |
Ask6:52:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
-16.92% |
3.49
Bid Size: 3,000 |
3.59
Ask Size: 1,000 |
Texas Instruments In... |
160.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.23 |
| Parity: |
3.25 |
| Time value: |
0.10 |
| Break-even: |
177.92 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.07 |
| Spread %: |
2.13% |
| Delta: |
0.93 |
| Theta: |
-0.28 |
| Omega: |
4.89 |
| Rho: |
0.02 |
Quote data
| Open: |
3.29 |
| High: |
3.29 |
| Low: |
3.29 |
| Previous Close: |
3.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.84% |
| 1 Month |
|
|
+4.11% |
| 3 Months |
|
|
-13.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.96 |
3.60 |
| 1M High / 1M Low: |
5.00 |
3.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
