Goldman Sachs Call 140 ROST 21.06.2024
/ DE000GG6GNV8
Goldman Sachs Call 140 ROST 21.06.../ DE000GG6GNV8 /
| 2024-06-04 10:13:29 AM |
Chg.+0.070 |
Bid2:19:28 PM |
Ask2:19:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+38.89% |
0.260
Bid Size: 10,000 |
0.330
Ask Size: 5,000 |
Ross Stores Inc |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG6GNV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.11 |
| Time value: |
0.24 |
| Break-even: |
131.84 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.07 |
| Spread %: |
25.09% |
| Delta: |
0.59 |
| Theta: |
-0.09 |
| Omega: |
21.78 |
| Rho: |
0.03 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
+92.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.160 |
| 1M High / 1M Low: |
0.440 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
745.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
