Goldman Sachs Call 240 AVGO 16.01.2026
/ DE000GG895T0
Goldman Sachs Call 240 AVGO 16.01.../ DE000GG895T0 /
11/15/2024 10:34:49 AM |
Chg.-0.18 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.12EUR |
-13.85% |
- Bid Size: - |
- Ask Size: - |
Broadcom Inc |
240.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
GG895T |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Broadcom Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
5/20/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.43 |
Parity: |
-7.14 |
Time value: |
1.23 |
Break-even: |
240.27 |
Moneyness: |
0.69 |
Premium: |
0.53 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.20 |
Spread %: |
19.42% |
Delta: |
0.32 |
Theta: |
-0.03 |
Omega: |
4.06 |
Rho: |
0.44 |
Quote data
Open: |
1.12 |
High: |
1.12 |
Low: |
1.12 |
Previous Close: |
1.30 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.32% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-9.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.40 |
1.12 |
1M High / 1M Low: |
1.62 |
1.12 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.28 |
Avg. volume 1W: |
|
200 |
Avg. price 1M: |
|
1.37 |
Avg. volume 1M: |
|
50 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |