Goldman Sachs Call 240 RHHVF 20.09.2024
/ DE000GG1KV90
Goldman Sachs Call 240 RHHVF 20.0.../ DE000GG1KV90 /
| 2024-07-09 9:43:47 AM |
Chg.+0.05 |
Bid7:21:01 PM |
Ask7:21:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+4.55% |
1.20
Bid Size: 5,000 |
1.27
Ask Size: 5,000 |
Roche Holding Ltd |
240.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
GG1KV9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.21 |
| Parity: |
0.88 |
| Time value: |
0.27 |
| Break-even: |
251.50 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
6.48% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
18.15 |
| Rho: |
0.39 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.01% |
| 1 Month |
|
|
+12.75% |
| 3 Months |
|
|
+134.69% |
| YTD |
|
|
-24.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
0.91 |
| 1M High / 1M Low: |
1.93 |
0.91 |
| 6M High / 6M Low: |
2.17 |
0.23 |
| High (YTD): |
2024-01-04 |
2.25 |
| Low (YTD): |
2024-05-03 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.69% |
| Volatility 6M: |
|
237.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
