Goldman Sachs Call 2400 AVGO 16.01.2026
/ DE000GG895T0
Goldman Sachs Call 2400 AVGO 16.0.../ DE000GG895T0 /
2024-06-25 9:28:42 AM |
Chg.-0.05 |
Bid9:18:40 PM |
Ask9:18:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
-4.35% |
1.13 Bid Size: 5,000 |
1.18 Ask Size: 5,000 |
Broadcom Inc |
2,400.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
GG895T |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Broadcom Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,400.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-05-20 |
Last trading day: |
2026-01-15 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.34 |
Parity: |
-7.53 |
Time value: |
1.26 |
Break-even: |
2,362.26 |
Moneyness: |
0.66 |
Premium: |
0.59 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.15 |
Spread %: |
13.51% |
Delta: |
0.33 |
Theta: |
-0.27 |
Omega: |
3.86 |
Rho: |
5.63 |
Quote data
Open: |
1.10 |
High: |
1.10 |
Low: |
1.10 |
Previous Close: |
1.15 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.45% |
1 Month |
|
|
+139.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.22 |
1.15 |
1M High / 1M Low: |
2.22 |
0.34 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.80 |
Avg. volume 1W: |
|
7,200 |
Avg. price 1M: |
|
0.93 |
Avg. volume 1M: |
|
1,952.38 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
446.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |