Goldman Sachs Call 45 PAH3 17.05.2024
/ DE000GG443B7
Goldman Sachs Call 45 PAH3 17.05..../ DE000GG443B7 /
| 2024-05-07 10:45:22 AM |
Chg.+0.050 |
Bid2024-05-07 |
Ask2024-05-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+11.90% |
0.470
Bid Size: 30,000 |
0.490
Ask Size: 30,000 |
PORSCHE AUTOM.HLDG V... |
45.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG443B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.21 |
| Parity: |
0.41 |
| Time value: |
0.09 |
| Break-even: |
50.02 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.10 |
| Spread %: |
23.34% |
| Delta: |
0.78 |
| Theta: |
-0.10 |
| Omega: |
7.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.63% |
| 1 Month |
|
|
-27.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.340 |
| 1M High / 1M Low: |
0.760 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
