Goldman Sachs Call 140 SIE 19.12.2025
/ DE000GG1T0S8
Goldman Sachs Call 140 SIE 19.12..../ DE000GG1T0S8 /
| 2024-06-19 11:27:18 AM |
Chg.-0.07 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.96EUR |
-1.74% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
140.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
GG1T0S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.07 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
2.84 |
| Time value: |
1.18 |
| Break-even: |
180.20 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.12 |
| Spread %: |
3.08% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.53 |
| Rho: |
1.53 |
Quote data
| Open: |
3.96 |
| High: |
3.96 |
| Low: |
3.96 |
| Previous Close: |
4.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.80% |
| 1 Month |
|
|
-6.82% |
| 3 Months |
|
|
-27.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.68 |
3.95 |
| 1M High / 1M Low: |
4.98 |
3.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
