Goldman Sachs Call 850 ASME 17.05.2024
/ DE000GG48N96
Goldman Sachs Call 850 ASME 17.05.../ DE000GG48N96 /
| 2024-04-29 9:24:06 AM |
Chg.+0.15 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.86EUR |
+5.54% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
850.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG48N9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
0.88 |
| Time value: |
2.86 |
| Break-even: |
887.40 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
1.00 |
| Spread %: |
36.50% |
| Delta: |
0.57 |
| Theta: |
-0.93 |
| Omega: |
13.10 |
| Rho: |
0.22 |
Quote data
| Open: |
2.86 |
| High: |
2.86 |
| Low: |
2.86 |
| Previous Close: |
2.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.16% |
| 1 Month |
|
|
-63.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
1.52 |
| 1M High / 1M Low: |
8.82 |
1.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
487.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
