Goldman Sachs Call 200 WM 17.05.2024
/ DE000GG4RSB1
Goldman Sachs Call 200 WM 17.05.2.../ DE000GG4RSB1 /
| 2024-05-13 11:24:59 AM |
Chg.+0.05 |
Bid11:30:05 AM |
Ask11:30:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+4.76% |
1.10
Bid Size: 5,000 |
1.20
Ask Size: 5,000 |
Waste Management |
200.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG4RSB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.14 |
| Parity: |
1.07 |
| Time value: |
0.10 |
| Break-even: |
197.40 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.07 |
| Spread %: |
6.36% |
| Delta: |
0.84 |
| Theta: |
-0.36 |
| Omega: |
14.15 |
| Rho: |
0.02 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+19.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.90 |
| 1M High / 1M Low: |
1.38 |
0.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
