Goldman Sachs Call 120 ALV 20.09.2024
/ DE000GG6VQD8
Goldman Sachs Call 120 ALV 20.09..../ DE000GG6VQD8 /
| 2024-06-03 10:49:59 AM |
Chg.+0.07 |
Bid3:38:32 PM |
Ask3:38:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+5.47% |
1.33
Bid Size: 10,000 |
1.40
Ask Size: 10,000 |
Autoliv Inc |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG6VQD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.70 |
| Time value: |
0.65 |
| Break-even: |
124.07 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.07 |
| Spread %: |
5.47% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
5.93 |
| Rho: |
0.20 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+48.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.18 |
| 1M High / 1M Low: |
1.32 |
0.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
