Goldman Sachs Call 260 CHTR 16.08.2024
/ DE000GG81WZ0
Goldman Sachs Call 260 CHTR 16.08.../ DE000GG81WZ0 /
| 7/9/2024 9:34:20 AM |
Chg.-0.080 |
Bid2:27:21 PM |
Ask2:27:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-18.18% |
0.350
Bid Size: 20,000 |
0.380
Ask Size: 20,000 |
Charter Communicatio... |
260.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
GG81WZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
5/15/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.31 |
| Parity: |
0.28 |
| Time value: |
0.08 |
| Break-even: |
276.46 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
2.82% |
| Delta: |
0.77 |
| Theta: |
-0.21 |
| Omega: |
5.65 |
| Rho: |
0.18 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.390 |
| 1M High / 1M Low: |
0.440 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.415 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
