Goldman Sachs Call 230 WM 20.03.2026
/ DE000GG5LRR9
Goldman Sachs Call 230 WM 20.03.2.../ DE000GG5LRR9 /
| 04/10/2024 10:50:42 |
Chg.+0.12 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+9.76% |
-
Bid Size: - |
-
Ask Size: - |
Waste Management |
230.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG5LRR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
25/03/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-1.89 |
| Time value: |
1.40 |
| Break-even: |
222.42 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
5.26% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
6.33 |
| Rho: |
1.09 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.47% |
| 1 Month |
|
|
+0.75% |
| 3 Months |
|
|
-19.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.17 |
| 1M High / 1M Low: |
1.36 |
1.08 |
| 6M High / 6M Low: |
2.30 |
1.03 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.73% |
| Volatility 6M: |
|
109.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
