Goldman Sachs Call 250 FDX 19.07.2024
/ DE000GG51TW6
Goldman Sachs Call 250 FDX 19.07..../ DE000GG51TW6 /
| 7/4/2024 9:05:11 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.10EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
250.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
GG51TW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.09 |
| Intrinsic value: |
4.05 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.26 |
| Parity: |
4.05 |
| Time value: |
0.36 |
| Break-even: |
275.77 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.20 |
| Spread %: |
4.75% |
| Delta: |
0.86 |
| Theta: |
-0.34 |
| Omega: |
5.33 |
| Rho: |
0.08 |
Quote data
| Open: |
4.10 |
| High: |
4.10 |
| Low: |
4.10 |
| Previous Close: |
4.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.96% |
| 1 Month |
|
|
+418.99% |
| 3 Months |
|
|
+33.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.70 |
4.10 |
| 1M High / 1M Low: |
4.70 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
782.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
