Goldman Sachs Call 250 AMGN 19.07.2024
/ DE000GG63A67
Goldman Sachs Call 250 AMGN 19.07.../ DE000GG63A67 /
| 23/05/2024 10:59:43 |
Chg.-0.41 |
Bid13:10:45 |
Ask13:10:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.78EUR |
-6.62% |
5.75
Bid Size: 3,000 |
5.85
Ask Size: 3,000 |
Amgen Inc |
250.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
GG63A6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
15/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.63 |
| Intrinsic value: |
5.49 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
5.49 |
| Time value: |
0.32 |
| Break-even: |
289.04 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
1.75% |
| Delta: |
0.92 |
| Theta: |
-0.08 |
| Omega: |
4.52 |
| Rho: |
0.32 |
Quote data
| Open: |
5.78 |
| High: |
5.78 |
| Low: |
5.78 |
| Previous Close: |
6.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.35% |
| 1 Month |
|
|
+117.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.52 |
6.07 |
| 1M High / 1M Low: |
6.52 |
2.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
