Goldman Sachs Call 300 CHTR 20.09.2024
/ DE000GG3KYZ5
Goldman Sachs Call 300 CHTR 20.09.../ DE000GG3KYZ5 /
| 16/07/2024 10:18:46 |
Chg.+0.070 |
Bid16:45:43 |
Ask16:45:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+25.00% |
0.370
Bid Size: 50,000 |
0.380
Ask Size: 50,000 |
Charter Communicatio... |
300.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GG3KYZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
0.23 |
| Time value: |
0.14 |
| Break-even: |
312.07 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
2.79% |
| Delta: |
0.70 |
| Theta: |
-0.17 |
| Omega: |
5.68 |
| Rho: |
0.31 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+105.88% |
| 1 Month |
|
|
+169.23% |
| 3 Months |
|
|
+118.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.170 |
| 1M High / 1M Low: |
0.280 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
