Goldman Sachs Call 300 RHHVF 19.12.2025
/ DE000GG1NFK4
Goldman Sachs Call 300 RHHVF 19.1.../ DE000GG1NFK4 /
| 2024-06-20 11:31:49 AM |
Chg.-0.010 |
Bid2:43:10 PM |
Ask2:43:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-1.30% |
0.770
Bid Size: 10,000 |
0.800
Ask Size: 10,000 |
Roche Holding Ltd |
300.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
GG1NFK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.22 |
| Parity: |
-3.88 |
| Time value: |
0.87 |
| Break-even: |
308.70 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
12.99% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
10.02 |
| Rho: |
1.18 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.43% |
| 1 Month |
|
|
+38.18% |
| 3 Months |
|
|
+68.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.670 |
| 1M High / 1M Low: |
0.770 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.549 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
