Goldman Sachs Call 440 MSFT 19.07.2024
/ DE000GG56565
Goldman Sachs Call 440 MSFT 19.07.../ DE000GG56565 /
| 2024-07-10 10:28:30 AM |
Chg.-0.49 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
-18.35% |
-
Bid Size: - |
-
Ask Size: - |
Microsoft Corporatio... |
440.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
GG5656 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
1.81 |
| Time value: |
0.19 |
| Break-even: |
426.87 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
2.56% |
| Delta: |
0.84 |
| Theta: |
-0.28 |
| Omega: |
17.95 |
| Rho: |
0.08 |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.10% |
| 1 Month |
|
|
+373.91% |
| 3 Months |
|
|
+32.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
1.98 |
| 1M High / 1M Low: |
2.76 |
0.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
