Goldman Sachs Call 220 MTX 17.05.2024
/ DE000GG46H47
Goldman Sachs Call 220 MTX 17.05..../ DE000GG46H47 /
| 2024-05-03 5:24:27 PM |
Chg.+0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+2.30% |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
220.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG46H4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.03 |
| Time value: |
0.67 |
| Break-even: |
226.99 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.20 |
| Spread %: |
40.08% |
| Delta: |
0.53 |
| Theta: |
-0.25 |
| Omega: |
16.71 |
| Rho: |
0.04 |
Quote data
| Open: |
0.630 |
| High: |
0.900 |
| Low: |
0.630 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.54% |
| 1 Month |
|
|
-47.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.870 |
| 1M High / 1M Low: |
1.840 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.927 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
