Goldman Sachs Call 66 WMT 16.08.2024
/ DE000GG98Z75
Goldman Sachs Call 66 WMT 16.08.2.../ DE000GG98Z75 /
| 7/12/2024 9:15:27 AM |
Chg.-0.090 |
Bid1:19:33 PM |
Ask1:19:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-17.31% |
0.450
Bid Size: 30,000 |
0.470
Ask Size: 30,000 |
Walmart Inc |
66.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
GG98Z7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/7/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
0.35 |
| Time value: |
0.09 |
| Break-even: |
65.13 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
11.23 |
| Rho: |
0.04 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.47% |
| 1 Month |
|
|
+65.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.430 |
| 1M High / 1M Low: |
0.520 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.467 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
