Goldman Sachs Call 450 DPZ 20.09.2024
/ DE000GG6MF02
Goldman Sachs Call 450 DPZ 20.09..../ DE000GG6MF02 /
| 2024-07-05 3:54:52 PM |
Chg.+0.16 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.47EUR |
+3.01% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
450.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
GG6MF0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.23 |
| Parity: |
0.55 |
| Time value: |
4.93 |
| Break-even: |
504.80 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.20 |
| Spread %: |
3.79% |
| Delta: |
0.58 |
| Theta: |
-0.35 |
| Omega: |
4.85 |
| Rho: |
0.44 |
Quote data
| Open: |
5.60 |
| High: |
5.60 |
| Low: |
5.47 |
| Previous Close: |
5.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.17% |
| 1 Month |
|
|
-22.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.33 |
5.31 |
| 1M High / 1M Low: |
8.80 |
5.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
