Goldman Sachs Call 220 UNP 16.08.2024
/ DE000GG6VPH1
Goldman Sachs Call 220 UNP 16.08..../ DE000GG6VPH1 /
| 15/08/2024 11:21:23 |
Chg.+0.38 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+23.31% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
220.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
GG6VPH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
1.80 |
| Historic volatility: |
0.16 |
| Parity: |
1.93 |
| Time value: |
0.17 |
| Break-even: |
220.79 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
16.64 |
| Spread abs.: |
0.20 |
| Spread %: |
10.53% |
| Delta: |
0.85 |
| Theta: |
-2.45 |
| Omega: |
8.84 |
| Rho: |
0.00 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.01% |
| 1 Month |
|
|
+17.54% |
| 3 Months |
|
|
-28.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.63 |
| 1M High / 1M Low: |
2.53 |
1.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
