Goldman Sachs Call 150 TRV 21.06.2024
/ DE000GQ294B2
Goldman Sachs Call 150 TRV 21.06..../ DE000GQ294B2 /
| 2024-05-22 10:01:12 AM |
Chg.+0.09 |
Bid3:02:47 PM |
Ask3:02:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.15EUR |
+1.49% |
6.12
Bid Size: 2,000 |
6.32
Ask Size: 2,000 |
The Travelers Compan... |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ294B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.15 |
| Intrinsic value: |
6.10 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.17 |
| Parity: |
6.10 |
| Time value: |
0.19 |
| Break-even: |
201.10 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
2.44% |
| Delta: |
0.94 |
| Theta: |
-0.11 |
| Omega: |
2.98 |
| Rho: |
0.10 |
Quote data
| Open: |
6.15 |
| High: |
6.15 |
| Low: |
6.15 |
| Previous Close: |
6.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.69% |
| 1 Month |
|
|
-2.07% |
| 3 Months |
|
|
-8.62% |
| YTD |
|
|
+56.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.49 |
6.05 |
| 1M High / 1M Low: |
6.60 |
5.96 |
| 6M High / 6M Low: |
7.59 |
2.85 |
| High (YTD): |
2024-04-09 |
7.59 |
| Low (YTD): |
2024-01-02 |
4.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.57% |
| Volatility 6M: |
|
64.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
