Goldman Sachs Call 7.5 BOY 21.06.2024
/ DE000GG2HU20
Goldman Sachs Call 7.5 BOY 21.06..../ DE000GG2HU20 /
| 2024-05-31 9:08:12 AM |
Chg.+0.10 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
+4.17% |
-
Bid Size: - |
-
Ask Size: - |
BCO BIL.VIZ.ARG.NOM.... |
7.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GG2HU2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.24 |
| Parity: |
2.44 |
| Time value: |
0.37 |
| Break-even: |
10.31 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.30 |
| Spread %: |
11.95% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
2.96 |
| Rho: |
0.00 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.19% |
| 1 Month |
|
|
+2.04% |
| 3 Months |
|
|
+31.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
2.40 |
| 1M High / 1M Low: |
2.86 |
2.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
