Goldman Sachs Call 95 NESN 17.05.2024
/ DE000GG46HF6
Goldman Sachs Call 95 NESN 17.05..../ DE000GG46HF6 /
| 2024-05-03 10:45:59 AM |
Chg.-0.005 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
NESTLE N |
95.00 CHF |
2024-05-17 |
Call |
Master data
| WKN: |
GG46HF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NESTLE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
187.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-0.39 |
| Time value: |
0.05 |
| Break-even: |
98.03 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
2.64 |
| Spread abs.: |
0.03 |
| Spread %: |
150.00% |
| Delta: |
0.21 |
| Theta: |
-0.05 |
| Omega: |
38.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.22% |
| 1 Month |
|
|
-77.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.025 |
| 1M High / 1M Low: |
0.140 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
653.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
