Goldman Sachs Call 260 AMGN 17.05.2024
/ DE000GG6MBT5
Goldman Sachs Call 260 AMGN 17.05.../ DE000GG6MBT5 /
| 2024-05-13 9:40:37 AM |
Chg.-0.34 |
Bid6:23:52 PM |
Ask6:23:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.65EUR |
-6.81% |
4.53
Bid Size: 10,000 |
4.58
Ask Size: 10,000 |
Amgen Inc |
260.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG6MBT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.67 |
| Intrinsic value: |
4.66 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.23 |
| Parity: |
4.66 |
| Time value: |
0.13 |
| Break-even: |
289.30 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.15 |
| Spread %: |
3.23% |
| Delta: |
0.93 |
| Theta: |
-0.65 |
| Omega: |
5.58 |
| Rho: |
0.02 |
Quote data
| Open: |
4.65 |
| High: |
4.65 |
| Low: |
4.65 |
| Previous Close: |
4.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
+194.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.99 |
3.83 |
| 1M High / 1M Low: |
5.45 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
753.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
