Goldman Sachs Call 95 MS 17.05.2024
/ DE000GG38RV9
Goldman Sachs Call 95 MS 17.05.20.../ DE000GG38RV9 /
| 2024-04-29 9:46:07 AM |
Chg.+0.005 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
+6.85% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
95.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG38RV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
107.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
-0.20 |
| Time value: |
0.08 |
| Break-even: |
89.54 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
0.33 |
| Theta: |
-0.04 |
| Omega: |
34.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
-67.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.073 |
| 1M High / 1M Low: |
0.260 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
447.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
