Goldman Sachs Call 300 TSM 17.01.2025
/ DE000GG9VDL3
Goldman Sachs Call 300 TSM 17.01..../ DE000GG9VDL3 /
14/08/2024 10:21:17 |
Chg.0.000 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
300.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
GG9VDL |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
20/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
147.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.32 |
Parity: |
-11.61 |
Time value: |
0.11 |
Break-even: |
273.89 |
Moneyness: |
0.57 |
Premium: |
0.75 |
Premium p.a.: |
2.69 |
Spread abs.: |
0.07 |
Spread %: |
194.44% |
Delta: |
0.06 |
Theta: |
-0.02 |
Omega: |
8.44 |
Rho: |
0.03 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
-86.36% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.024 |
1M High / 1M Low: |
0.270 |
0.021 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
558.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |