Goldman Sachs Call 200 TRV 19.07.2024
/ DE000GG6XNP5
Goldman Sachs Call 200 TRV 19.07..../ DE000GG6XNP5 /
| 2024-06-17 9:24:50 AM |
Chg.0.000 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
200.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
GG6XNP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.55 |
| Time value: |
0.48 |
| Break-even: |
197.17 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.10 |
| Spread %: |
10.75% |
| Delta: |
0.65 |
| Theta: |
-0.11 |
| Omega: |
12.22 |
| Rho: |
0.10 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.62% |
| 1 Month |
|
|
-53.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
0.930 |
| 1M High / 1M Low: |
2.020 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
