Goldman Sachs Call 280 RHHVF 20.09.2024
/ DE000GG96GW8
Goldman Sachs Call 280 RHHVF 20.0.../ DE000GG96GW8 /
| 2024-07-09 10:37:30 AM |
Chg.0.000 |
Bid5:30:13 PM |
Ask5:30:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.110
Bid Size: 10,000 |
0.210
Ask Size: 3,000 |
Roche Holding Ltd |
280.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
GG96GW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
126.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-3.12 |
| Time value: |
0.20 |
| Break-even: |
281.96 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.10 |
| Spread %: |
104.17% |
| Delta: |
0.15 |
| Theta: |
-0.05 |
| Omega: |
19.47 |
| Rho: |
0.07 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.080 |
| 1M High / 1M Low: |
0.200 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
