Goldman Sachs Call 340 CI 20.09.2024
/ DE000GG7NWL4
Goldman Sachs Call 340 CI 20.09.2.../ DE000GG7NWL4 /
| 2024-08-01 11:08:23 AM |
Chg.-0.36 |
Bid3:10:16 PM |
Ask3:10:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
-17.73% |
-
Bid Size: - |
-
Ask Size: - |
Cigna Group |
340.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG7NWL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
0.80 |
| Time value: |
1.52 |
| Break-even: |
337.32 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.50 |
| Spread %: |
27.47% |
| Delta: |
0.61 |
| Theta: |
-0.19 |
| Omega: |
8.49 |
| Rho: |
0.24 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.29% |
| 1 Month |
|
|
+59.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.40 |
| 1M High / 1M Low: |
2.03 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
