Goldman Sachs Call 350 CI 20.09.2024
/ DE000GG6PZ62
Goldman Sachs Call 350 CI 20.09.2.../ DE000GG6PZ62 /
| 17/09/2024 10:37:15 |
Chg.+0.32 |
Bid20:58:26 |
Ask20:58:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
+23.53% |
0.73
Bid Size: 5,000 |
0.93
Ask Size: 5,000 |
Cigna Group |
350.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GG6PZ6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.24 |
| Parity: |
1.51 |
| Time value: |
0.58 |
| Break-even: |
335.39 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
7.23 |
| Spread abs.: |
0.50 |
| Spread %: |
31.45% |
| Delta: |
0.71 |
| Theta: |
-1.73 |
| Omega: |
11.25 |
| Rho: |
0.02 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.70% |
| 1 Month |
|
|
+394.12% |
| 3 Months |
|
|
+93.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
0.91 |
| 1M High / 1M Low: |
1.95 |
0.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
436.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
