Goldman Sachs Call 240 WM 20.03.2026
/ DE000GG5LRP3
Goldman Sachs Call 240 WM 20.03.2.../ DE000GG5LRP3 /
| 2024-06-03 10:43:11 AM |
Chg.- |
Bid10:49:55 AM |
Ask10:49:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
- |
0.98
Bid Size: 5,000 |
1.05
Ask Size: 5,000 |
Waste Management |
240.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
GG5LRP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2026-03-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2026-03-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
-3.55 |
| Time value: |
1.02 |
| Break-even: |
230.24 |
| Moneyness: |
0.84 |
| Premium: |
0.25 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
5.15% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
6.75 |
| Rho: |
1.05 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.07 |
| 1M High / 1M Low: |
1.44 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
