Goldman Sachs Call 145 FI 21.06.2024
/ DE000GG6VS48
Goldman Sachs Call 145 FI 21.06.2.../ DE000GG6VS48 /
| 2024-06-03 10:50:01 AM |
Chg.+0.170 |
Bid9:43:30 PM |
Ask9:43:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+39.53% |
0.460
Bid Size: 10,000 |
0.490
Ask Size: 5,000 |
Fiserv |
145.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG6VS4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
0.44 |
| Time value: |
0.22 |
| Break-even: |
140.23 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.07 |
| Spread %: |
11.82% |
| Delta: |
0.70 |
| Theta: |
-0.11 |
| Omega: |
14.51 |
| Rho: |
0.04 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.350 |
| 1M High / 1M Low: |
1.080 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
