Goldman Sachs Call 220 MTX 19.07.2024
/ DE000GG724G9
Goldman Sachs Call 220 MTX 19.07..../ DE000GG724G9 /
| 7/16/2024 6:13:52 PM |
Chg.-0.02 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
-0.64% |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
220.00 EUR |
7/19/2024 |
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: |
7/19/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
1.78 |
| Historic volatility: |
0.28 |
| Parity: |
3.03 |
| Time value: |
0.46 |
| Break-even: |
254.90 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
8.17 |
| Spread abs.: |
0.30 |
| Spread %: |
9.40% |
| Delta: |
0.81 |
| Theta: |
-1.84 |
| Omega: |
5.82 |
| Rho: |
0.01 |
Quote data
| Open: |
2.93 |
| High: |
3.12 |
| Low: |
2.92 |
| Previous Close: |
3.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.97% |
| 1 Month |
|
|
+191.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.15 |
2.68 |
| 1M High / 1M Low: |
3.48 |
0.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
519.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
