Goldman Sachs Call 250 CHTR 17.01.2025
/ DE000GG32CQ4
Goldman Sachs Call 250 CHTR 17.01.../ DE000GG32CQ4 /
9/10/2024 10:39:43 AM |
Chg.-0.050 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-6.10% |
- Bid Size: - |
- Ask Size: - |
Charter Communicatio... |
250.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
GG32CQ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
2/13/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.51 |
Historic volatility: |
0.34 |
Parity: |
0.68 |
Time value: |
0.11 |
Break-even: |
305.04 |
Moneyness: |
1.30 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
3.29% |
Delta: |
0.85 |
Theta: |
-0.10 |
Omega: |
3.20 |
Rho: |
0.61 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.09% |
1 Month |
|
|
-32.46% |
3 Months |
|
|
+57.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.770 |
1M High / 1M Low: |
1.160 |
0.770 |
6M High / 6M Low: |
1.330 |
0.400 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.826 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.973 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.687 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.05% |
Volatility 6M: |
|
122.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |