Goldman Sachs Call 220 MTX 19.07.2024
/ DE000GG724G9
Goldman Sachs Call 220 MTX 19.07..../ DE000GG724G9 /
| 2024-06-28 6:29:36 PM |
Chg.+1.160 |
Bid6:41:47 PM |
Ask6:41:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
+122.11% |
2.100
Bid Size: 2,000 |
2.300
Ask Size: 2,000 |
MTU AERO ENGINES NA ... |
220.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
GG724G |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
1.32 |
| Time value: |
0.47 |
| Break-even: |
237.90 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.20 |
| Spread %: |
12.58% |
| Delta: |
0.73 |
| Theta: |
-0.21 |
| Omega: |
9.55 |
| Rho: |
0.09 |
Quote data
| Open: |
2.240 |
| High: |
2.240 |
| Low: |
2.110 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.46% |
| 1 Month |
|
|
+41.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.640 |
| 1M High / 1M Low: |
1.900 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
