Goldman Sachs Call 200 ROST 16.01.2026
/ DE000GG6BEA2
Goldman Sachs Call 200 ROST 16.01.../ DE000GG6BEA2 /
| 2024-11-08 12:36:39 PM |
Chg.-0.080 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-21.05% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
200.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG6BEA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-5.28 |
| Time value: |
0.40 |
| Break-even: |
190.58 |
| Moneyness: |
0.72 |
| Premium: |
0.42 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.07 |
| Spread %: |
21.41% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
6.81 |
| Rho: |
0.27 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
+3.45% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.290 |
| 1M High / 1M Low: |
0.440 |
0.260 |
| 6M High / 6M Low: |
0.840 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.478 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.70% |
| Volatility 6M: |
|
164.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
