Goldman Sachs Call 210 WM 17.05.2024
/ DE000GG68BT4
Goldman Sachs Call 210 WM 17.05.2.../ DE000GG68BT4 /
| 13/05/2024 09:57:03 |
Chg.+0.020 |
Bid14:58:29 |
Ask14:58:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+10.00% |
0.250
Bid Size: 10,000 |
0.320
Ask Size: 5,000 |
Waste Management |
210.00 USD |
17/05/2024 |
Call |
Master data
| WKN: |
GG68BT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
17/05/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
16/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
0.14 |
| Time value: |
0.15 |
| Break-even: |
197.88 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.07 |
| Spread %: |
31.82% |
| Delta: |
0.62 |
| Theta: |
-0.26 |
| Omega: |
41.68 |
| Rho: |
0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.160 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
