Goldman Sachs Call 400 MSFT 17.05.2024
/ DE000GG1ZMC1
Goldman Sachs Call 400 MSFT 17.05.../ DE000GG1ZMC1 /
| 2024-05-07 9:53:59 AM |
Chg.+0.31 |
Bid6:25:40 PM |
Ask6:25:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+28.70% |
1.31
Bid Size: 50,000 |
1.32
Ask Size: 50,000 |
Microsoft Corporatio... |
400.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG1ZMC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.26 |
| Time value: |
0.17 |
| Break-even: |
385.70 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
2.14% |
| Delta: |
0.83 |
| Theta: |
-0.22 |
| Omega: |
22.16 |
| Rho: |
0.08 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.48% |
| 1 Month |
|
|
-47.15% |
| 3 Months |
|
|
-39.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.64 |
| 1M High / 1M Low: |
3.18 |
0.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
443.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
