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

Frankfurt Zert./GS
10/28/2021  2:43:33 PM Chg.-0.060 Bid4:01:44 PM Ask4:01:44 PM Underlying Strike price Expiration date Option type
1.830EUR -3.17% 1.990
Bid Size: 20,000
2.020
Ask Size: 10,000
TRAVELERS COS INC. 140.00 - 1/21/2022 Call

Master data

WKN: GH8Q3T
Issuer: Goldman Sachs & Co
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: 7.32
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.19
Parity: -0.17
Time value: 1.89
Break-even: 158.90
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 0.53%
Delta: 0.48
Theta: -0.08
Omega: 3.50
Rho: 0.11
 

Quote data

Open: 1.840
High: 1.860
Low: 1.820
Previous Close: 1.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.54%
1 Month  
+24.49%
3 Months  
+55.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.030 1.840
1M High / 1M Low: 2.030 1.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.928
Avg. volume 1W:   0.000
Avg. price 1M:   1.646
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -