Goldman Sachs Call 480 IDXX 17.05.2024
/ DE000GG681Y4
Goldman Sachs Call 480 IDXX 17.05.../ DE000GG681Y4 /
| 2024-05-14 10:00:00 AM |
Chg.-0.030 |
Bid10:15:19 AM |
Ask10:15:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.260
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
IDEXX Laboratories I... |
480.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG681Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.26 |
| Parity: |
0.21 |
| Time value: |
0.05 |
| Break-even: |
471.17 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
2.73 |
| Spread abs.: |
0.03 |
| Spread %: |
12.82% |
| Delta: |
0.76 |
| Theta: |
-1.76 |
| Omega: |
13.37 |
| Rho: |
0.03 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+269.86% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.073 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.161 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
