Goldman Sachs Call 24 VNA 17.05.2024
/ DE000GG46GW3
Goldman Sachs Call 24 VNA 17.05.2.../ DE000GG46GW3 /
| 2024-05-09 10:58:21 AM |
Chg.-0.070 |
Bid5:35:39 PM |
Ask5:35:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-16.67% |
0.360
Bid Size: 20,000 |
0.410
Ask Size: 20,000 |
VONOVIA SE NA O.N. |
24.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG46GW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
1.55 |
| Historic volatility: |
0.37 |
| Parity: |
0.43 |
| Time value: |
0.09 |
| Break-even: |
29.10 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
2.87 |
| Spread abs.: |
0.05 |
| Spread %: |
10.87% |
| Delta: |
0.80 |
| Theta: |
-0.12 |
| Omega: |
4.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.320 |
| 1M High / 1M Low: |
0.470 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
