Goldman Sachs Call 90 NESN 17.05.2024
/ DE000GG48R01
Goldman Sachs Call 90 NESN 17.05..../ DE000GG48R01 /
| 2024-05-03 11:24:39 AM |
Chg.+0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
NESTLE N |
90.00 CHF |
2024-05-17 |
Call |
Master data
| WKN: |
GG48R0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NESTLE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.12 |
| Time value: |
0.14 |
| Break-even: |
95.02 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
12.93% |
| Delta: |
0.62 |
| Theta: |
-0.07 |
| Omega: |
22.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
-42.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
0.500 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.285 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
411.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
