Goldman Sachs Call 22 ENR 17.05.2024
/ DE000GG4L3R9
Goldman Sachs Call 22 ENR 17.05.2.../ DE000GG4L3R9 /
| 2024-05-06 9:37:33 AM |
Chg.+0.003 |
Bid4:13:30 PM |
Ask4:13:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
+27.27% |
0.016
Bid Size: 100,000 |
0.036
Ask Size: 100,000 |
SIEMENS ENERGY AG NA... |
22.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG4L3R |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.67 |
| Parity: |
-0.22 |
| Time value: |
0.06 |
| Break-even: |
22.63 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
86.05 |
| Spread abs.: |
0.05 |
| Spread %: |
600.00% |
| Delta: |
0.31 |
| Theta: |
-0.06 |
| Omega: |
9.64 |
| Rho: |
0.00 |
Quote data
| Open: |
0.014 |
| High: |
0.014 |
| Low: |
0.014 |
| Previous Close: |
0.011 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.56% |
| 1 Month |
|
|
+55.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.008 |
| 1M High / 1M Low: |
0.011 |
0.005 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
