Goldman Sachs Call 600 MUV2 20.12.2024
/ DE000GG12HX1
Goldman Sachs Call 600 MUV2 20.12.../ DE000GG12HX1 /
| 03/09/2024 10:50:11 |
Chg.- |
Bid13:00:03 |
Ask13:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
600.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
GG12HX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
15/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
150.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-10.48 |
| Time value: |
0.33 |
| Break-even: |
603.28 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.20 |
| Spread %: |
156.25% |
| Delta: |
0.11 |
| Theta: |
-0.06 |
| Omega: |
16.02 |
| Rho: |
0.14 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+120.00% |
| 3 Months |
|
|
-52.17% |
| YTD |
|
|
+57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.100 |
| 1M High / 1M Low: |
0.110 |
0.040 |
| 6M High / 6M Low: |
0.320 |
0.040 |
| High (YTD): |
27/05/2024 |
0.320 |
| Low (YTD): |
14/08/2024 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.141 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.01% |
| Volatility 6M: |
|
266.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
