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

Frankfurt Zert./GS
1/14/2022  7:27:55 PM Chg.-0.150 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
1.940EUR -7.18% 2.040
Bid Size: 20,000
2.110
Ask Size: 20,000
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: 6.77
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.28
Implied volatility: 2.81
Historic volatility: 0.18
Parity: 0.28
Time value: 1.83
Break-even: 161.10
Moneyness: 1.02
Premium: 0.13
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 3.32%
Delta: 0.58
Theta: -1.58
Omega: 3.95
Rho: 0.01
 

Quote data

Open: 2.090
High: 2.090
Low: 1.940
Previous Close: 2.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.42%
1 Month
  -5.37%
3 Months  
+22.78%
YTD  
+19.02%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.140 1.940
1M High / 1M Low: 2.190 1.280
6M High / 6M Low: 2.190 0.930
High (YTD): 1/7/2022 2.190
Low (YTD): 1/3/2022 1.440
52W High: - -
52W Low: - -
Avg. price 1W:   2.034
Avg. volume 1W:   0.000
Avg. price 1M:   1.769
Avg. volume 1M:   0.000
Avg. price 6M:   1.637
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.68%
Volatility 6M:   151.25%
Volatility 1Y:   -
Volatility 3Y:   -