Goldman Sachs Call 170 TRV 21.06.2024
/ DE000GG0F9Z1
Goldman Sachs Call 170 TRV 21.06..../ DE000GG0F9Z1 /
| 05/06/2024 10:49:39 |
Chg.-0.04 |
Bid16:46:40 |
Ask16:46:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
-1.06% |
3.57
Bid Size: 5,000 |
3.72
Ask Size: 5,000 |
The Travelers Compan... |
170.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
GG0F9Z |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.67 |
| Intrinsic value: |
3.64 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.17 |
| Parity: |
3.64 |
| Time value: |
0.26 |
| Break-even: |
195.22 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.30 |
| Spread %: |
8.33% |
| Delta: |
0.88 |
| Theta: |
-0.24 |
| Omega: |
4.36 |
| Rho: |
0.06 |
Quote data
| Open: |
3.72 |
| High: |
3.72 |
| Low: |
3.72 |
| Previous Close: |
3.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.64% |
| 1 Month |
|
|
-15.84% |
| 3 Months |
|
|
-20.34% |
| YTD |
|
|
+59.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
3.60 |
| 1M High / 1M Low: |
4.75 |
3.60 |
| 6M High / 6M Low: |
5.81 |
1.88 |
| High (YTD): |
08/04/2024 |
5.81 |
| Low (YTD): |
09/01/2024 |
2.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.80% |
| Volatility 6M: |
|
92.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
