Goldman Sachs Call MS/ DE000GG1ZJ65 /
| 5/16/2024 9:28:15 AM | Chg.- | Bid10:00:41 PM | Ask10:00:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.080EUR | - | - Bid Size: - |
- Ask Size: - |
Morgan Stanley | - USD | 5/17/2024 | Call |
Master data
| WKN: | GG1ZJ6 |
|---|---|
| Issuer: | Goldman Sachs Bank Europe SE |
| Currency: | EUR |
| Underlying: | Morgan Stanley |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - USD |
| Maturity: | 5/17/2024 |
| Issue date: | 1/10/2024 |
| Last trading day: | 5/16/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 83.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.05 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.22 |
| Parity: | 0.05 |
| Time value: | 0.06 |
| Break-even: | 92.95 |
| Moneyness: | 1.01 |
| Premium: | 0.01 |
| Premium p.a.: | 11.08 |
| Spread abs.: | 0.02 |
| Spread %: | 21.98% |
| Delta: | 0.60 |
| Theta: | -0.42 |
| Omega: | 49.53 |
| Rho: | 0.00 |
Quote data
| Open: | 0.080 |
|---|---|
| High: | 0.080 |
| Low: | 0.080 |
| Previous Close: | 0.060 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +45.45% | ||
|---|---|---|---|
| 1 Month | +400.00% | ||
| 3 Months | +70.21% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.080 | 0.041 |
|---|---|---|
| 1M High / 1M Low: | 0.080 | 0.008 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.057 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.023 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,591.88% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
