Goldman Sachs Call 195 JPM 17.05.2024
/ DE000GG6VMP1
Goldman Sachs Call 195 JPM 17.05..../ DE000GG6VMP1 /
| 2024-05-15 11:29:46 AM |
Chg.+0.220 |
Bid8:14:39 PM |
Ask8:14:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+50.00% |
0.510
Bid Size: 20,000 |
0.530
Ask Size: 20,000 |
JP Morgan Chase and ... |
195.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG6VMP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JP Morgan Chase and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.15 |
| Parity: |
0.60 |
| Time value: |
0.05 |
| Break-even: |
186.82 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
4.84% |
| Delta: |
0.86 |
| Theta: |
-0.35 |
| Omega: |
24.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+633.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.090 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.317 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
