Goldman Sachs Call 280 AMGN 17.05.2024
/ DE000GG48NX3
Goldman Sachs Call 280 AMGN 17.05.../ DE000GG48NX3 /
| 2024-05-10 1:03:00 PM |
Chg.+1.10 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
+54.46% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
280.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG48NX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.23 |
| Parity: |
2.80 |
| Time value: |
0.14 |
| Break-even: |
289.34 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
5.38% |
| Delta: |
0.90 |
| Theta: |
-0.39 |
| Omega: |
8.78 |
| Rho: |
0.04 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
2.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.57% |
| 1 Month |
|
|
+437.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.00 |
| 1M High / 1M Low: |
3.61 |
0.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,654.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
