Goldman Sachs Call 48 FRA 17.05.2024
/ DE000GG5S255
Goldman Sachs Call 48 FRA 17.05.2.../ DE000GG5S255 /
| 2024-04-29 2:26:22 PM |
Chg.+0.010 |
Bid4:24:30 PM |
Ask4:24:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+7.14% |
0.140
Bid Size: 30,000 |
0.150
Ask Size: 30,000 |
FRAPORT AG FFM.AIRPO... |
48.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG5S25 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
-0.05 |
| Time value: |
0.19 |
| Break-even: |
49.93 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.08 |
| Spread %: |
66.38% |
| Delta: |
0.49 |
| Theta: |
-0.06 |
| Omega: |
12.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.140 |
| High: |
0.150 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
-48.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.090 |
| 1M High / 1M Low: |
0.270 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
