Goldman Sachs Call 105 MS 21.06.2024
/ DE000GG63AT7
Goldman Sachs Call 105 MS 21.06.2.../ DE000GG63AT7 /
| 2024-05-17 11:20:27 AM |
Chg.-0.026 |
Bid4:30:04 PM |
Ask4:30:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
-32.50% |
0.058
Bid Size: 50,000 |
0.063
Ask Size: 50,000 |
Morgan Stanley |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG63AT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
125.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
-0.50 |
| Time value: |
0.07 |
| Break-even: |
97.35 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.01 |
| Spread %: |
15.87% |
| Delta: |
0.23 |
| Theta: |
-0.03 |
| Omega: |
28.34 |
| Rho: |
0.02 |
Quote data
| Open: |
0.054 |
| High: |
0.054 |
| Low: |
0.054 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
+116.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.054 |
| 1M High / 1M Low: |
0.080 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
560.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
