Goldman Sachs Call 500 AMGN 20.09.2024
/ DE000GG2YK96
Goldman Sachs Call 500 AMGN 20.09.../ DE000GG2YK96 /
2024-05-27 11:07:47 AM |
Chg.- |
Bid9:26:37 AM |
Ask9:26:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
- |
0.020 Bid Size: 10,000 |
0.120 Ask Size: 3,000 |
Amgen Inc |
500.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
GG2YK9 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
230.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.23 |
Parity: |
-17.88 |
Time value: |
0.12 |
Break-even: |
461.57 |
Moneyness: |
0.61 |
Premium: |
0.64 |
Premium p.a.: |
3.80 |
Spread abs.: |
0.10 |
Spread %: |
454.55% |
Delta: |
0.04 |
Theta: |
-0.03 |
Omega: |
10.23 |
Rho: |
0.04 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.020 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.020 |
1M High / 1M Low: |
0.040 |
0.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
674.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |