Goldman Sachs Call 150 PA9 21.01..../  DE000GH8Q3E6  /

Frankfurt Zert./GS
10/19/2021  11:08:23 AM Chg.-0.030 Bid10/19/2021 Ask10/19/2021 Underlying Strike price Expiration date Option type
0.720EUR -4.00% 0.720
Bid Size: 10,000
0.770
Ask Size: 10,000
TRAVELERS COS INC. 150.00 - 1/21/2022 Call

Master data

WKN: GH8Q3E
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: TRAVELERS COS INC.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 1/21/2022
Issue date: 7/13/2021
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.20
Parity: -1.84
Time value: 0.89
Break-even: 158.90
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 1.08
Spread abs.: 0.01
Spread %: 1.12%
Delta: 0.32
Theta: -0.05
Omega: 4.67
Rho: 0.08
 

Quote data

Open: 0.710
High: 0.720
Low: 0.710
Previous Close: 0.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -30.77%
3 Months
  -16.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.020 0.750
1M High / 1M Low: 1.100 0.740
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   0.921
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -