Goldman Sachs Call 110 ALV 21.06.2024
/ DE000GG6VPF5
Goldman Sachs Call 110 ALV 21.06..../ DE000GG6VPF5 /
| 2024-05-20 11:15:04 AM |
Chg.- |
Bid10:00:42 AM |
Ask10:00:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Autoliv Inc |
110.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG6VPF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
1.41 |
| Time value: |
0.09 |
| Break-even: |
116.29 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
4.90% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
6.93 |
| Rho: |
0.08 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.76% |
| 1 Month |
|
|
+79.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.19 |
| 1M High / 1M Low: |
1.54 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
