Goldman Sachs Call 220 TRV 17.01.2025
/ DE000GG8UH99
Goldman Sachs Call 220 TRV 17.01..../ DE000GG8UH99 /
| 2024-12-20 12:48:12 PM |
Chg.-0.10 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
-5.15% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
220.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
GG8UH9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
1.99 |
| Time value: |
0.36 |
| Break-even: |
234.45 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.20 |
| Spread %: |
9.30% |
| Delta: |
0.80 |
| Theta: |
-0.15 |
| Omega: |
7.87 |
| Rho: |
0.12 |
Quote data
| Open: |
1.82 |
| High: |
1.84 |
| Low: |
1.82 |
| Previous Close: |
1.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.96% |
| 1 Month |
|
|
-55.12% |
| 3 Months |
|
|
-19.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
1.84 |
| 1M High / 1M Low: |
4.63 |
1.84 |
| 6M High / 6M Low: |
4.63 |
0.64 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.22% |
| Volatility 6M: |
|
200.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
