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 |
Bid9:01:07 PM |
Ask9:01:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+13.16% |
1.31
Bid Size: 3,000 |
1.36
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: |
|
- |
