Goldman Sachs Call 320 AMGN 19.07.2024
/ DE000GG58LE6
Goldman Sachs Call 320 AMGN 19.07.../ DE000GG58LE6 /
| 7/9/2024 10:15:08 AM |
Chg.+0.030 |
Bid10:51:24 AM |
Ask10:51:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+16.67% |
0.220
Bid Size: 10,000 |
0.320
Ask Size: 3,000 |
Amgen Inc |
320.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
GG58LE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
106.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-0.79 |
| Time value: |
0.27 |
| Break-even: |
298.15 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
2.74 |
| Spread abs.: |
0.10 |
| Spread %: |
59.17% |
| Delta: |
0.31 |
| Theta: |
-0.26 |
| Omega: |
32.73 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
+5.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.180 |
| 1M High / 1M Low: |
0.560 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
731.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
