Goldman Sachs Call 100 SWKS 17.05.2024
/ DE000GG2FRN7
Goldman Sachs Call 100 SWKS 17.05.../ DE000GG2FRN7 /
| 2024-04-30 10:35:34 AM |
Chg.- |
Bid2:04:46 PM |
Ask2:04:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
- |
0.028
Bid Size: 10,000 |
0.078
Ask Size: 5,000 |
Skyworks Solutions I... |
100.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG2FRN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
2.07 |
| Historic volatility: |
0.30 |
| Parity: |
-0.91 |
| Time value: |
1.07 |
| Break-even: |
104.01 |
| Moneyness: |
0.90 |
| Premium: |
0.23 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.10 |
| Spread %: |
10.31% |
| Delta: |
0.49 |
| Theta: |
-0.47 |
| Omega: |
3.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+120.00% |
| 1 Month |
|
|
-5.38% |
| 3 Months |
|
|
+3.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.400 |
| 1M High / 1M Low: |
0.940 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.635 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
