Goldman Sachs Call 26 LXS 17.05.2024
/ DE000GG48FC3
Goldman Sachs Call 26 LXS 17.05.2.../ DE000GG48FC3 /
| 2024-05-13 9:20:59 AM |
Chg.-0.020 |
Bid11:34:19 AM |
Ask11:34:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
0.150
Bid Size: 50,000 |
0.160
Ask Size: 50,000 |
LANXESS AG |
26.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG48FC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
2.45 |
| Historic volatility: |
0.38 |
| Parity: |
0.09 |
| Time value: |
0.23 |
| Break-even: |
29.19 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.15 |
| Spread %: |
88.76% |
| Delta: |
0.60 |
| Theta: |
-0.33 |
| Omega: |
5.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.89% |
| 1 Month |
|
|
-21.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.130 |
| 1M High / 1M Low: |
0.260 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
404.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
