Goldman Sachs Call 22 LXS 17.05.2024
/ DE000GG4EUF6
Goldman Sachs Call 22 LXS 17.05.2.../ DE000GG4EUF6 /
| 5/10/2024 5:20:42 PM |
Chg.- |
Bid9:53:43 AM |
Ask9:53:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
0.520
Bid Size: 50,000 |
0.540
Ask Size: 50,000 |
LANXESS AG |
22.00 EUR |
5/17/2024 |
Call |
Master data
| WKN: |
GG4EUF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
5/17/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
5/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
4.70 |
| Historic volatility: |
0.38 |
| Parity: |
0.49 |
| Time value: |
0.27 |
| Break-even: |
29.60 |
| Moneyness: |
1.22 |
| Premium: |
0.10 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.20 |
| Spread %: |
35.71% |
| Delta: |
0.74 |
| Theta: |
-0.53 |
| Omega: |
2.64 |
| Rho: |
0.00 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.490 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.52% |
| 1 Month |
|
|
+11.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.490 |
| 1M High / 1M Low: |
0.670 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
