Goldman Sachs Call 250 TSM 16.01.2026
/ DE000GG51TA2
Goldman Sachs Call 250 TSM 16.01..../ DE000GG51TA2 /
2024-09-25 9:35:29 AM |
Chg.+0.15 |
Bid4:32:59 PM |
Ask4:32:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.29EUR |
+13.16% |
1.34 Bid Size: 3,000 |
1.39 Ask Size: 1,000 |
Taiwan Semiconductor... |
250.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
GG51TA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-03-12 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.33 |
Parity: |
-6.08 |
Time value: |
1.36 |
Break-even: |
236.99 |
Moneyness: |
0.73 |
Premium: |
0.46 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.05 |
Spread %: |
3.82% |
Delta: |
0.35 |
Theta: |
-0.03 |
Omega: |
4.17 |
Rho: |
0.56 |
Quote data
Open: |
1.29 |
High: |
1.29 |
Low: |
1.29 |
Previous Close: |
1.14 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.79% |
1 Month |
|
|
+15.18% |
3 Months |
|
|
-12.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.14 |
0.95 |
1M High / 1M Low: |
1.15 |
0.80 |
6M High / 6M Low: |
2.46 |
0.37 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.61% |
Volatility 6M: |
|
191.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |