Goldman Sachs Call 400 AMGN 20.06.2025
/ DE000GG58FK5
Goldman Sachs Call 400 AMGN 20.06.../ DE000GG58FK5 /
| 2024-05-31 10:15:38 AM |
Chg.+0.060 |
Bid11:20:43 AM |
Ask11:20:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+8.33% |
0.810
Bid Size: 5,000 |
0.910
Ask Size: 3,000 |
Amgen Inc |
400.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
GG58FK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-9.14 |
| Time value: |
0.84 |
| Break-even: |
377.69 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.07 |
| Spread %: |
9.09% |
| Delta: |
0.22 |
| Theta: |
-0.03 |
| Omega: |
7.30 |
| Rho: |
0.56 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.720 |
| 1M High / 1M Low: |
1.180 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.882 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
638.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
