Goldman Sachs Call 2.6 NOA3 20.06.2024
/ DE000GG0SL46
Goldman Sachs Call 2.6 NOA3 20.06.../ DE000GG0SL46 /
| 6/18/2024 11:43:46 AM |
Chg.+0.060 |
Bid5:18:03 PM |
Ask5:18:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+7.50% |
0.850
Bid Size: 10,000 |
0.870
Ask Size: 10,000 |
NOKIA OYJ EO-,06 |
2.60 EUR |
6/20/2024 |
Call |
Master data
| WKN: |
GG0SL4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOKIA OYJ EO-,06 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.60 EUR |
| Maturity: |
6/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
6/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
4.13 |
| Historic volatility: |
0.28 |
| Parity: |
0.82 |
| Time value: |
0.09 |
| Break-even: |
3.51 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.12 |
| Spread %: |
15.19% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
3.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.13% |
| 1 Month |
|
|
-14.85% |
| 3 Months |
|
|
+10.26% |
| YTD |
|
|
+38.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.800 |
| 1M High / 1M Low: |
1.080 |
0.800 |
| 6M High / 6M Low: |
1.080 |
0.540 |
| High (YTD): |
6/3/2024 |
1.080 |
| Low (YTD): |
4/18/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.976 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.785 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.02% |
| Volatility 6M: |
|
119.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
