Goldman Sachs Call 460 IDXX 21.06.2024
/ DE000GG7FJL7
Goldman Sachs Call 460 IDXX 21.06.../ DE000GG7FJL7 /
| 2024-05-20 10:44:12 AM |
Chg.- |
Bid11:20:51 AM |
Ask11:20:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.28EUR |
- |
6.75
Bid Size: 1,000 |
7.05
Ask Size: 1,000 |
IDEXX Laboratories I... |
460.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG7FJL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.63 |
| Intrinsic value: |
6.45 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
6.45 |
| Time value: |
0.60 |
| Break-even: |
494.06 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.30 |
| Spread %: |
4.44% |
| Delta: |
0.87 |
| Theta: |
-0.26 |
| Omega: |
6.02 |
| Rho: |
0.30 |
Quote data
| Open: |
8.28 |
| High: |
8.28 |
| Low: |
8.28 |
| Previous Close: |
7.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.43% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.58 |
4.83 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
