Goldman Sachs Call 110 HEN3 20.09.2024
/ DE000GG0YL14
Goldman Sachs Call 110 HEN3 20.09.../ DE000GG0YL14 /
| 30/05/2024 11:29:27 |
Chg.-0.001 |
Bid30/05/2024 |
Ask30/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.002EUR |
-33.33% |
0.002
Bid Size: 10,000 |
0.052
Ask Size: 10,000 |
HENKEL AG+CO.KGAA VZ... |
110.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
GG0YL1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
13/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
155.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
-2.76 |
| Time value: |
0.05 |
| Break-even: |
110.53 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.05 |
| Spread %: |
1,666.67% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
12.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.002 |
| High: |
0.002 |
| Low: |
0.002 |
| Previous Close: |
0.003 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.003 |
0.002 |
| 1M High / 1M Low: |
0.005 |
0.002 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
05/01/2024 |
0.010 |
| Low (YTD): |
28/03/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
600.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
