Goldman Sachs Call 190 TRV 21.06.2024
/ DE000GG0KCQ6
Goldman Sachs Call 190 TRV 21.06..../ DE000GG0KCQ6 /
| 6/18/2024 10:45:48 AM |
Chg.+0.19 |
Bid9:09:48 PM |
Ask9:09:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+12.58% |
1.76
Bid Size: 5,000 |
1.86
Ask Size: 5,000 |
The Travelers Compan... |
190.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
GG0KCQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.17 |
| Parity: |
1.69 |
| Time value: |
0.22 |
| Break-even: |
196.01 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
3.00 |
| Spread abs.: |
0.20 |
| Spread %: |
11.70% |
| Delta: |
0.82 |
| Theta: |
-0.93 |
| Omega: |
8.30 |
| Rho: |
0.01 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.02% |
| 1 Month |
|
|
-38.63% |
| 3 Months |
|
|
-46.54% |
| YTD |
|
|
+61.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.51 |
| 1M High / 1M Low: |
2.84 |
1.51 |
| 6M High / 6M Low: |
4.03 |
0.74 |
| High (YTD): |
4/8/2024 |
4.03 |
| Low (YTD): |
1/9/2024 |
1.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.35% |
| Volatility 6M: |
|
164.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
