Goldman Sachs Call 250 TSM 17.01.2025
/ DE000GG51S95
Goldman Sachs Call 250 TSM 17.01..../ DE000GG51S95 /
| 7/8/2024 11:48:47 AM |
Chg.+0.140 |
Bid5:09:35 PM |
Ask5:09:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+23.73% |
0.710
Bid Size: 10,000 |
0.740
Ask Size: 10,000 |
Taiwan Semiconductor... |
250.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GG51S9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
-6.10 |
| Time value: |
0.62 |
| Break-even: |
237.13 |
| Moneyness: |
0.74 |
| Premium: |
0.40 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.03 |
| Spread %: |
5.08% |
| Delta: |
0.23 |
| Theta: |
-0.05 |
| Omega: |
6.27 |
| Rho: |
0.17 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.77% |
| 1 Month |
|
|
+192.00% |
| 3 Months |
|
|
+265.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.380 |
| 1M High / 1M Low: |
0.920 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
