Goldman Sachs Call 56 1NBA 21.06.2024
/ DE000GG6PRS6
Goldman Sachs Call 56 1NBA 21.06..../ DE000GG6PRS6 /
| 2024-05-24 9:08:22 AM |
Chg.-0.050 |
Bid2:46:04 PM |
Ask2:46:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-10.64% |
0.450
Bid Size: 50,000 |
0.460
Ask Size: 50,000 |
ANHEUSER-BUSCH INBEV |
56.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GG6PRS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ANHEUSER-BUSCH INBEV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.39 |
| Time value: |
0.06 |
| Break-even: |
60.43 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
4.73% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
11.34 |
| Rho: |
0.04 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.15% |
| 1 Month |
|
|
+133.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.470 |
| 1M High / 1M Low: |
0.620 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
492.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
