Goldman Sachs Call 220 UNP 20.03.2026
/ DE000GG89MG4
Goldman Sachs Call 220 UNP 20.03..../ DE000GG89MG4 /
| 2024-09-20 9:58:19 AM |
Chg.-0.37 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.24EUR |
-8.03% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
220.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
GG89MG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2026-03-20 |
| Issue date: |
2024-05-17 |
| Last trading day: |
2026-03-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
2.27 |
| Time value: |
1.93 |
| Break-even: |
239.08 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
3.70% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
4.00 |
| Rho: |
1.88 |
Quote data
| Open: |
4.24 |
| High: |
4.24 |
| Low: |
4.24 |
| Previous Close: |
4.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.72% |
| 1 Month |
|
|
+1.92% |
| 3 Months |
|
|
+28.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.68 |
4.24 |
| 1M High / 1M Low: |
5.01 |
4.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
