Goldman Sachs Call 200 TSM 16.08.2024
/ DE000GG4RTD5
Goldman Sachs Call 200 TSM 16.08..../ DE000GG4RTD5 /
| 2024-07-10 9:21:23 AM |
Chg.-0.030 |
Bid2:59:10 PM |
Ask2:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-4.48% |
0.690
Bid Size: 5,000 |
0.740
Ask Size: 5,000 |
Taiwan Semiconductor... |
200.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
GG4RTD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
-1.43 |
| Time value: |
0.55 |
| Break-even: |
190.44 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
1.96 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.34 |
| Theta: |
-0.14 |
| Omega: |
10.50 |
| Rho: |
0.05 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.86% |
| 1 Month |
|
|
+220.00% |
| 3 Months |
|
|
+190.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.350 |
| 1M High / 1M Low: |
1.030 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
40 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
435.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
