Goldman Sachs Call 35 RNL 17.05.2024
/ DE000GG46K59
Goldman Sachs Call 35 RNL 17.05.2.../ DE000GG46K59 /
| 2024-05-02 9:07:46 AM |
Chg.-0.25 |
Bid3:27:17 PM |
Ask3:27:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-17.12% |
1.32
Bid Size: 50,000 |
1.33
Ask Size: 50,000 |
RENAULT INH. EO... |
35.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG46K5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
1.73 |
| Historic volatility: |
0.30 |
| Parity: |
1.17 |
| Time value: |
0.17 |
| Break-even: |
48.40 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.20 |
| Spread %: |
17.54% |
| Delta: |
0.84 |
| Theta: |
-0.13 |
| Omega: |
2.94 |
| Rho: |
0.01 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.79% |
| 1 Month |
|
|
-7.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.33 |
| 1M High / 1M Low: |
1.65 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
