Goldman Sachs Call 450 CHTR 21.03.2025
/ DE000GG96GJ5
Goldman Sachs Call 450 CHTR 21.03.../ DE000GG96GJ5 /
| 9/18/2024 10:28:59 AM |
Chg.-0.004 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-5.00% |
0.076
Bid Size: 10,000 |
0.096
Ask Size: 10,000 |
Charter Communicatio... |
450.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
GG96GJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
6/6/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.34 |
| Parity: |
-0.99 |
| Time value: |
0.10 |
| Break-even: |
414.10 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.02 |
| Spread %: |
26.67% |
| Delta: |
0.22 |
| Theta: |
-0.08 |
| Omega: |
6.97 |
| Rho: |
0.29 |
Quote data
| Open: |
0.076 |
| High: |
0.076 |
| Low: |
0.076 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
-36.67% |
| 3 Months |
|
|
+43.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.056 |
| 1M High / 1M Low: |
0.130 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
