Goldman Sachs Call 300 TRV 19.07.2024
/ DE000GG51TB0
Goldman Sachs Call 300 TRV 19.07..../ DE000GG51TB0 /
| 18/06/2024 10:16:35 |
Chg.-0.009 |
Bid18:45:08 |
Ask18:45:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
-90.00% |
0.002
Bid Size: 10,000 |
0.072
Ask Size: 10,000 |
The Travelers Compan... |
300.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
GG51TB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
12/03/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
128.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.17 |
| Parity: |
-8.55 |
| Time value: |
0.15 |
| Break-even: |
280.84 |
| Moneyness: |
0.69 |
| Premium: |
0.45 |
| Premium p.a.: |
77.91 |
| Spread abs.: |
0.15 |
| Spread %: |
15,000.00% |
| Delta: |
0.08 |
| Theta: |
-0.11 |
| Omega: |
10.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-90.00% |
| 1 Month |
|
|
-90.00% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.002 |
| 1M High / 1M Low: |
0.010 |
0.002 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,841.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
