Goldman Sachs Call 17.88 INN1 20.12.2024
/ DE000GZ6BRY1
Goldman Sachs Call 17.88 INN1 20..../ DE000GZ6BRY1 /
2024-11-14 9:52:44 AM |
Chg.-0.006 |
Bid2:42:20 PM |
Ask2:42:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.004EUR |
-60.00% |
0.010 Bid Size: 10,000 |
0.110 Ask Size: 5,000 |
ING GROEP NV EO... |
17.88 - |
2024-12-20 |
Call |
Master data
WKN: |
GZ6BRY |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ING GROEP NV EO -,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.88 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-02 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1.01 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
137.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.20 |
Parity: |
-3.27 |
Time value: |
0.11 |
Break-even: |
17.99 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
7.12 |
Spread abs.: |
0.10 |
Spread %: |
1,428.57% |
Delta: |
0.11 |
Theta: |
-0.01 |
Omega: |
14.76 |
Rho: |
0.00 |
Quote data
Open: |
0.004 |
High: |
0.004 |
Low: |
0.004 |
Previous Close: |
0.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-91.30% |
1 Month |
|
|
-97.33% |
3 Months |
|
|
-98.00% |
YTD |
|
|
-97.33% |
1 Year |
|
|
-96.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.010 |
1M High / 1M Low: |
0.170 |
0.010 |
6M High / 6M Low: |
0.700 |
0.010 |
High (YTD): |
2024-07-18 |
0.700 |
Low (YTD): |
2024-11-13 |
0.010 |
52W High: |
2024-07-18 |
0.700 |
52W Low: |
2024-11-13 |
0.010 |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.367 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.270 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
364.10% |
Volatility 6M: |
|
226.91% |
Volatility 1Y: |
|
214.35% |
Volatility 3Y: |
|
- |