Goldman Sachs Call 205 TRV 21.06.2024
/ DE000GG7AB82
Goldman Sachs Call 205 TRV 21.06..../ DE000GG7AB82 /
| 20/06/2024 11:49:37 |
Chg.-0.050 |
Bid18:38:21 |
Ask18:38:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-14.71% |
0.540
Bid Size: 10,000 |
0.640
Ask Size: 10,000 |
The Travelers Compan... |
205.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
GG7AB8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.17 |
| Parity: |
0.33 |
| Time value: |
0.21 |
| Break-even: |
196.15 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
53.20 |
| Spread abs.: |
0.15 |
| Spread %: |
38.46% |
| Delta: |
0.65 |
| Theta: |
-1.65 |
| Omega: |
23.49 |
| Rho: |
0.00 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.44% |
| 1 Month |
|
|
-80.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.220 |
| 1M High / 1M Low: |
1.470 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
440.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
