Goldman Sachs Call 260 FDX 17.01.2025
/ DE000GG6GMH9
Goldman Sachs Call 260 FDX 17.01..../ DE000GG6GMH9 /
| 11/6/2024 11:14:57 AM |
Chg.- |
Bid6:01:59 PM |
Ask6:01:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
- |
2.95
Bid Size: 20,000 |
2.97
Ask Size: 20,000 |
FedEx Corp |
260.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GG6GMH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/5/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
1.87 |
| Time value: |
0.85 |
| Break-even: |
269.47 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
1.87% |
| Delta: |
0.73 |
| Theta: |
-0.11 |
| Omega: |
6.99 |
| Rho: |
0.32 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.02% |
| 1 Month |
|
|
+47.44% |
| 3 Months |
|
|
-41.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.09 |
| 1M High / 1M Low: |
2.35 |
1.55 |
| 6M High / 6M Low: |
5.74 |
1.46 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.31% |
| Volatility 6M: |
|
221.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
