Goldman Sachs Call 190 CMC 21.06.2024
/ DE000GG29174
Goldman Sachs Call 190 CMC 21.06..../ DE000GG29174 /
| 2024-05-31 11:20:42 AM |
Chg.- |
Bid10:11:18 AM |
Ask10:11:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
- |
1.310
Bid Size: 10,000 |
1.380
Ask Size: 10,000 |
JPMORGAN CHASE ... |
190.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GG2917 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.15 |
| Parity: |
-0.33 |
| Time value: |
1.35 |
| Break-even: |
203.50 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
4.73 |
| Spread abs.: |
0.03 |
| Spread %: |
2.27% |
| Delta: |
0.51 |
| Theta: |
-0.42 |
| Omega: |
7.03 |
| Rho: |
0.04 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+55.74% |
| 3 Months |
|
|
+55.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.860 |
| 1M High / 1M Low: |
1.710 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.984 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
