Goldman Sachs Call 190 SIE 17.05.2024
/ DE000GG46J29
Goldman Sachs Call 190 SIE 17.05..../ DE000GG46J29 /
| 14/05/2024 11:15:20 |
Chg.-0.110 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-31.43% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
190.00 EUR |
17/05/2024 |
Call |
Master data
| WKN: |
GG46J2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 EUR |
| Maturity: |
17/05/2024 |
| Issue date: |
26/02/2024 |
| Last trading day: |
16/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.22 |
| Parity: |
-0.20 |
| Time value: |
0.44 |
| Break-even: |
194.41 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
58.87 |
| Spread abs.: |
0.10 |
| Spread %: |
29.33% |
| Delta: |
0.46 |
| Theta: |
-0.89 |
| Omega: |
19.43 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.18% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.170 |
| 1M High / 1M Low: |
0.350 |
0.037 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
580.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
