Goldman Sachs Call 44 FRA 21.06.2024
/ DE000GG7FRS5
Goldman Sachs Call 44 FRA 21.06.2.../ DE000GG7FRS5 /
| 2024-06-07 4:30:44 PM |
Chg.- |
Bid11:01:37 AM |
Ask11:01:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
- |
0.95
Bid Size: 20,000 |
0.97
Ask Size: 20,000 |
FRAPORT AG FFM.AIRPO... |
44.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GG7FRS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.28 |
| Parity: |
1.00 |
| Time value: |
0.09 |
| Break-even: |
54.80 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.07 |
| Spread %: |
6.93% |
| Delta: |
0.87 |
| Theta: |
-0.11 |
| Omega: |
4.33 |
| Rho: |
0.01 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.01 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.98% |
| 1 Month |
|
|
+134.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.98 |
| 1M High / 1M Low: |
1.02 |
0.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
