Goldman Sachs Call 24 PFE 21.06.2024
/ DE000GG16TD9
Goldman Sachs Call 24 PFE 21.06.2.../ DE000GG16TD9 /
| 2024-05-31 9:38:13 AM |
Chg.+0.010 |
Bid8:42:15 PM |
Ask8:42:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.420
Bid Size: 200,000 |
0.430
Ask Size: 200,000 |
Pfizer Inc |
24.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG16TD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Pfizer Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
0.39 |
| Time value: |
0.01 |
| Break-even: |
26.17 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.75% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
6.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
+105.26% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
-20.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.380 |
| 1M High / 1M Low: |
0.540 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
0.580 |
| Low (YTD): |
2024-04-29 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
