Goldman Sachs Call 140 PA9 21.01..../  DE000GH8Q3T4  /

Frankfurt Zert./GS
11/29/2021  9:19:59 AM Chg.+0.070 Bid9:25:23 AM Ask9:25:23 AM Underlying Strike price Expiration date Option type
1.460EUR +5.04% 1.440
Bid Size: 10,000
1.510
Ask Size: 10,000
TRAVELERS COS INC. 140.00 - 1/21/2022 Call

Master data

WKN: GH8Q3T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TRAVELERS COS INC.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 1/21/2022
Issue date: 7/13/2021
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.96
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.04
Implied volatility: 0.87
Historic volatility: 0.18
Parity: 0.04
Time value: 1.37
Break-even: 154.10
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.86
Spread abs.: 0.07
Spread %: 4.96%
Delta: 0.47
Theta: -0.09
Omega: 4.67
Rho: 0.08
 

Quote data

Open: 1.460
High: 1.460
Low: 1.460
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.95%
1 Month
  -25.13%
3 Months
  -28.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.870 1.390
1M High / 1M Low: 1.950 1.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.664
Avg. volume 1W:   0.000
Avg. price 1M:   1.695
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -