Goldman Sachs Call 12 SNAP 17.05.2024
/ DE000GG3N6W1
Goldman Sachs Call 12 SNAP 17.05..../ DE000GG3N6W1 /
| 2024-05-06 9:15:14 AM |
Chg.+0.06 |
Bid12:27:07 PM |
Ask12:27:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.01EUR |
+1.52% |
4.07
Bid Size: 5,000 |
4.22
Ask Size: 5,000 |
Snap Inc |
12.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG3N6W |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Snap Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
3.95 |
| Implied volatility: |
1.53 |
| Historic volatility: |
0.58 |
| Parity: |
3.95 |
| Time value: |
0.23 |
| Break-even: |
15.33 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.20 |
| Spread %: |
5.03% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.25 |
| Rho: |
0.00 |
Quote data
| Open: |
4.01 |
| High: |
4.01 |
| Low: |
4.01 |
| Previous Close: |
3.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.02% |
| 1 Month |
|
|
+360.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.95 |
2.38 |
| 1M High / 1M Low: |
3.95 |
0.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,065.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
