Goldman Sachs Call 270 UNP 20.03.2026
/ DE000GG89LQ5
Goldman Sachs Call 270 UNP 20.03..../ DE000GG89LQ5 /
| 9/20/2024 9:58:18 AM |
Chg.-0.27 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
-13.04% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
270.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
GG89LQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
3/20/2026 |
| Issue date: |
5/17/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-2.20 |
| Time value: |
1.75 |
| Break-even: |
259.37 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
6.06% |
| Delta: |
0.48 |
| Theta: |
-0.03 |
| Omega: |
5.99 |
| Rho: |
1.31 |
Quote data
| Open: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
2.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.63% |
| 1 Month |
|
|
+1.12% |
| 3 Months |
|
|
+34.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.80 |
| 1M High / 1M Low: |
2.33 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
