Goldman Sachs Call 220 UNP 20.03.2026
/ DE000GG89MG4
Goldman Sachs Call 220 UNP 20.03..../ DE000GG89MG4 /
| 2024-06-20 10:29:39 AM |
Chg.+0.19 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
+6.13% |
-
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: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.24 |
| Time value: |
3.03 |
| Break-even: |
237.41 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.93% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
4.14 |
| Rho: |
1.80 |
Quote data
| Open: |
3.29 |
| High: |
3.29 |
| Low: |
3.29 |
| Previous Close: |
3.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.20% |
| 1 Month |
|
|
-29.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.33 |
3.01 |
| 1M High / 1M Low: |
4.67 |
3.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
