Goldman Sachs Call ASME/ DE000GG43V18 /
5/16/2024 1:53:42 PM | Chg.- | Bid10:00:41 PM | Ask10:00:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.39EUR | - | - Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... | - EUR | 5/17/2024 | Call |
Master data
WKN: | GG43V1 |
---|---|
Issuer: | Goldman Sachs Bank Europe SE |
Currency: | EUR |
Underlying: | ASML HOLDING EO -,09 |
Type: | Warrant |
Option type: | Call |
Strike price: | - EUR |
Maturity: | 5/17/2024 |
Issue date: | 2/23/2024 |
Last trading day: | 5/16/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.78 |
Leverage: | Yes |
Calculated values
Fair value: | 5.11 |
---|---|
Intrinsic value: | 5.10 |
Implied volatility: | 3.37 |
Historic volatility: | 0.30 |
Parity: | 5.10 |
Time value: | 3.60 |
Break-even: | 887.00 |
Moneyness: | 1.06 |
Premium: | 0.04 |
Premium p.a.: | 0.00 |
Spread abs.: | 3.00 |
Spread %: | 52.63% |
Delta: | 0.67 |
Theta: | -27.20 |
Omega: | 6.55 |
Rho: | 0.01 |
Quote data
Open: | 6.39 |
---|---|
High: | 6.39 |
Low: | 6.39 |
Previous Close: | 5.07 |
Turnover: | 0.00 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.04% | ||
---|---|---|---|
1 Month | -27.05% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.39 | 5.07 |
---|---|---|
1M High / 1M Low: | 8.76 | 3.30 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.65 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 5.39 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 373.41% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |