Goldman Sachs Call 120 MMM 20.09.2024
/ DE000GG6DQQ8
Goldman Sachs Call 120 MMM 20.09..../ DE000GG6DQQ8 /
| 2024-05-06 10:27:14 AM |
Chg.-0.002 |
Bid6:18:25 PM |
Ask6:18:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
-3.70% |
0.046
Bid Size: 50,000 |
0.051
Ask Size: 50,000 |
3M Company |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG6DQQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
141.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.27 |
| Parity: |
-2.12 |
| Time value: |
0.06 |
| Break-even: |
112.18 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
18.52% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
14.93 |
| Rho: |
0.03 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.56% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.045 |
| 1M High / 1M Low: |
0.070 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
