Goldman Sachs Call 450 CHTR 20.09.2024
/ DE000GG372R4
Goldman Sachs Call 450 CHTR 20.09.../ DE000GG372R4 /
| 2024-05-23 10:34:34 AM |
Chg.0.000 |
Bid6:31:16 PM |
Ask6:31:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
0.00% |
0.009
Bid Size: 50,000 |
0.016
Ask Size: 50,000 |
Charter Communicatio... |
450.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG372R |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
131.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
-1.65 |
| Time value: |
0.02 |
| Break-even: |
417.60 |
| Moneyness: |
0.60 |
| Premium: |
0.67 |
| Premium p.a.: |
3.74 |
| Spread abs.: |
0.01 |
| Spread %: |
111.11% |
| Delta: |
0.07 |
| Theta: |
-0.04 |
| Omega: |
8.59 |
| Rho: |
0.05 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.009 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
-67.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.009 |
| 1M High / 1M Low: |
0.014 |
0.009 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
