Goldman Sachs Call 170 TXN 21.06.2024
/ DE000GG4KVG9
Goldman Sachs Call 170 TXN 21.06..../ DE000GG4KVG9 /
| 5/31/2024 12:32:39 PM |
Chg.+0.09 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
+3.85% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
170.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
GG4KVG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.22 |
| Parity: |
2.31 |
| Time value: |
0.20 |
| Break-even: |
181.80 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.20 |
| Spread %: |
8.66% |
| Delta: |
0.87 |
| Theta: |
-0.14 |
| Omega: |
6.20 |
| Rho: |
0.07 |
Quote data
| Open: |
2.43 |
| High: |
2.43 |
| Low: |
2.43 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.30% |
| 1 Month |
|
|
+109.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.34 |
| 1M High / 1M Low: |
3.16 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
