Goldman Sachs Call 40 CMCSA 19.07.2024
/ DE000GG6GMC0
Goldman Sachs Call 40 CMCSA 19.07.../ DE000GG6GMC0 /
2024-06-05 10:58:35 AM |
Chg.+0.010 |
Bid1:30:42 PM |
Ask1:30:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+11.11% |
0.090 Bid Size: 50,000 |
0.110 Ask Size: 50,000 |
Comcast Corporation |
40.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
GG6GMC |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Comcast Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-04-05 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
-0.04 |
Time value: |
0.11 |
Break-even: |
37.88 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.02 |
Spread %: |
21.74% |
Delta: |
0.49 |
Theta: |
-0.02 |
Omega: |
15.77 |
Rho: |
0.02 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.090 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+63.93% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.047 |
1M High / 1M Low: |
0.130 |
0.047 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.079 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
371.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |