Goldman Sachs Call 95 DIS 20.03.2026
/ DE000GG4FN03
Goldman Sachs Call 95 DIS 20.03.2.../ DE000GG4FN03 /
| 7/9/2024 10:34:40 AM |
Chg.-0.04 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
-2.30% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
95.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
GG4FN0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
3/20/2026 |
| Issue date: |
2/29/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.22 |
| Time value: |
1.50 |
| Break-even: |
104.91 |
| Moneyness: |
1.02 |
| Premium: |
0.17 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.78% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
3.46 |
| Rho: |
0.72 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
-13.27% |
| 3 Months |
|
|
-48.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.72 |
| 1M High / 1M Low: |
2.11 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
