Goldman Sachs Call 320 CI 20.09.2024
/ DE000GG8Z346
Goldman Sachs Call 320 CI 20.09.2.../ DE000GG8Z346 /
| 2024-08-01 9:43:53 AM |
Chg.-0.03 |
Bid4:58:29 PM |
Ask4:58:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
-0.98% |
1.89
Bid Size: 3,000 |
1.99
Ask Size: 3,000 |
Cigna Group |
320.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG8Z34 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
2.65 |
| Time value: |
1.10 |
| Break-even: |
333.14 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.70 |
| Spread %: |
22.95% |
| Delta: |
0.73 |
| Theta: |
-0.20 |
| Omega: |
6.31 |
| Rho: |
0.27 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
3.04 |
| Previous Close: |
3.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.03% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.07 |
2.62 |
| 1M High / 1M Low: |
3.07 |
1.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
