Goldman Sachs Call 13.5 INN1 21.06.2024
/ DE000GG5U756
Goldman Sachs Call 13.5 INN1 21.0.../ DE000GG5U756 /
| 2024-06-07 11:53:28 AM |
Chg.+0.50 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+19.23% |
-
Bid Size: - |
-
Ask Size: - |
ING GROEP NV EO... |
13.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GG5U75 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.89 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.21 |
| Parity: |
2.89 |
| Time value: |
0.17 |
| Break-even: |
16.56 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
5.15% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.77 |
| Rho: |
0.00 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
2.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.31% |
| 1 Month |
|
|
+12.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.60 |
| 1M High / 1M Low: |
3.19 |
2.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
