Goldman Sachs Call 300 CHTR 20.06.2025
/ DE000GG58R57
Goldman Sachs Call 300 CHTR 20.06.../ DE000GG58R57 /
| 11/13/2024 11:41:37 AM |
Chg.-0.01 |
Bid9:02:27 PM |
Ask9:02:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-0.93% |
1.20
Bid Size: 30,000 |
1.21
Ask Size: 30,000 |
Charter Communicatio... |
300.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
GG58R5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
3/15/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
0.87 |
| Time value: |
0.27 |
| Break-even: |
396.58 |
| Moneyness: |
1.31 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
4.59% |
| Delta: |
0.81 |
| Theta: |
-0.12 |
| Omega: |
2.61 |
| Rho: |
1.10 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.91% |
| 1 Month |
|
|
+82.76% |
| 3 Months |
|
|
+34.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
1.03 |
| 1M High / 1M Low: |
1.07 |
0.49 |
| 6M High / 6M Low: |
1.07 |
0.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.14% |
| Volatility 6M: |
|
141.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
