Goldman Sachs Call 260 ANET 20.09.2024
/ DE000GG6GHF3
Goldman Sachs Call 260 ANET 20.09.../ DE000GG6GHF3 /
| 2024-06-10 10:34:14 AM |
Chg.+0.05 |
Bid5:10:29 PM |
Ask5:10:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.70EUR |
+1.08% |
4.57
Bid Size: 5,000 |
4.64
Ask Size: 5,000 |
Arista Networks |
260.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG6GHF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Arista Networks |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.43 |
| Intrinsic value: |
3.41 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
3.41 |
| Time value: |
1.36 |
| Break-even: |
288.91 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
3.25% |
| Delta: |
0.76 |
| Theta: |
-0.12 |
| Omega: |
4.38 |
| Rho: |
0.45 |
Quote data
| Open: |
4.70 |
| High: |
4.70 |
| Low: |
4.70 |
| Previous Close: |
4.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.49% |
| 1 Month |
|
|
-7.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.82 |
4.45 |
| 1M High / 1M Low: |
7.11 |
4.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
