Goldman Sachs Call 600 ASME 20.12.2024
/ DE000GG12DD2
Goldman Sachs Call 600 ASME 20.12.../ DE000GG12DD2 /
2024-07-11 10:07:01 AM |
Chg.+1.70 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
41.63EUR |
+4.26% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
600.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
GG12DD |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-15 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
41.17 |
Intrinsic value: |
40.20 |
Implied volatility: |
0.71 |
Historic volatility: |
0.30 |
Parity: |
40.20 |
Time value: |
3.36 |
Break-even: |
1,035.60 |
Moneyness: |
1.67 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
4.50 |
Spread %: |
11.52% |
Delta: |
0.91 |
Theta: |
-0.28 |
Omega: |
2.10 |
Rho: |
2.12 |
Quote data
Open: |
41.63 |
High: |
41.63 |
Low: |
41.63 |
Previous Close: |
39.93 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.17% |
1 Month |
|
|
+9.35% |
3 Months |
|
|
+23.79% |
YTD |
|
|
+197.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
41.10 |
39.93 |
1M High / 1M Low: |
41.10 |
33.88 |
6M High / 6M Low: |
41.10 |
10.59 |
High (YTD): |
2024-07-09 |
41.10 |
Low (YTD): |
2024-01-04 |
10.38 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
40.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
38.90 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
29.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.13% |
Volatility 6M: |
|
97.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |