Goldman Sachs Call 12 INN1 17.05.2024
/ DE000GG443D3
Goldman Sachs Call 12 INN1 17.05..../ DE000GG443D3 /
| 2024-05-15 10:50:09 AM |
Chg.+0.07 |
Bid3:03:01 PM |
Ask3:03:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.37EUR |
+1.63% |
4.26
Bid Size: 5,000 |
4.41
Ask Size: 5,000 |
ING GROEP NV EO... |
12.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG443D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
4.42 |
| Implied volatility: |
4.10 |
| Historic volatility: |
0.21 |
| Parity: |
4.42 |
| Time value: |
0.33 |
| Break-even: |
16.75 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
38.48 |
| Spread abs.: |
0.30 |
| Spread %: |
6.74% |
| Delta: |
0.88 |
| Theta: |
-0.25 |
| Omega: |
3.05 |
| Rho: |
0.00 |
Quote data
| Open: |
4.37 |
| High: |
4.37 |
| Low: |
4.37 |
| Previous Close: |
4.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.30% |
| 1 Month |
|
|
+40.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.30 |
4.08 |
| 1M High / 1M Low: |
4.30 |
2.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
