Goldman Sachs Call 240 CHTR 20.09.2024
/ DE000GG639T2
Goldman Sachs Call 240 CHTR 20.09.../ DE000GG639T2 /
| 6/24/2024 10:54:38 AM |
Chg.+0.060 |
Bid9:55:15 PM |
Ask9:55:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+12.00% |
0.520
Bid Size: 20,000 |
0.530
Ask Size: 20,000 |
Charter Communicatio... |
240.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GG639T |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.32 |
| Parity: |
0.47 |
| Time value: |
0.11 |
| Break-even: |
282.66 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
5.44% |
| Delta: |
0.81 |
| Theta: |
-0.13 |
| Omega: |
3.77 |
| Rho: |
0.39 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+36.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.460 |
| 1M High / 1M Low: |
0.560 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
