Goldman Sachs Call 350 HD 16.08.2024
/ DE000GG6JZB8
Goldman Sachs Call 350 HD 16.08.2.../ DE000GG6JZB8 /
| 7/25/2024 11:19:08 AM |
Chg.-0.41 |
Bid7:39:00 PM |
Ask7:39:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-28.08% |
1.38
Bid Size: 20,000 |
1.40
Ask Size: 20,000 |
Home Depot Inc |
350.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
GG6JZB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
0.03 |
| Time value: |
1.10 |
| Break-even: |
334.24 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.07 |
| Spread %: |
6.60% |
| Delta: |
0.53 |
| Theta: |
-0.26 |
| Omega: |
15.20 |
| Rho: |
0.10 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.07% |
| 1 Month |
|
|
-14.63% |
| 3 Months |
|
|
+6.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
1.46 |
| 1M High / 1M Low: |
2.39 |
0.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
510.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
