Goldman Sachs Call 45 CMCSA 20.09.2024
/ DE000GG6DNJ0
Goldman Sachs Call 45 CMCSA 20.09.../ DE000GG6DNJ0 /
| 26/07/2024 09:49:59 |
Chg.+0.001 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
Comcast Corporation |
45.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GG6DNJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
152.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-0.49 |
| Time value: |
0.02 |
| Break-even: |
41.69 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.01 |
| Spread %: |
41.18% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
20.17 |
| Rho: |
0.01 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-71.43% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-68.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.038 |
0.008 |
| 1M High / 1M Low: |
0.045 |
0.008 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
428.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
