Goldman Sachs Call 140 SIE 19.12.2025
/ DE000GG1T0S8
Goldman Sachs Call 140 SIE 19.12..../ DE000GG1T0S8 /
| 2024-05-23 9:53:56 AM |
Chg.-0.05 |
Bid10:53:20 AM |
Ask10:53:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
-1.08% |
4.59
Bid Size: 20,000 |
4.62
Ask Size: 20,000 |
SIEMENS AG NA O.N. |
140.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
GG1T0S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.57 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.23 |
| Parity: |
3.37 |
| Time value: |
1.13 |
| Break-even: |
185.00 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
1.58% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
3.39 |
| Rho: |
1.69 |
Quote data
| Open: |
4.59 |
| High: |
4.59 |
| Low: |
4.59 |
| Previous Close: |
4.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.24% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-0.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.23 |
4.25 |
| 1M High / 1M Low: |
5.76 |
4.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
