Goldman Sachs Call 6 PSM 16.08.2024
/ DE000GG9SXY0
Goldman Sachs Call 6 PSM 16.08.20.../ DE000GG9SXY0 /
| 2024-06-28 9:33:12 AM |
Chg.-0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-1.02% |
-
Bid Size: - |
-
Ask Size: - |
PROSIEBENSAT.1 NA O... |
6.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
GG9SXY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
PROSIEBENSAT.1 NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2024-08-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.46 |
| Parity: |
0.71 |
| Time value: |
0.40 |
| Break-even: |
7.10 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.20 |
| Spread %: |
22.22% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.36 |
| Rho: |
0.00 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.82% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.880 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
