Goldman Sachs Call 32 NEM 21.06.2024
/ DE000GG5CNZ0
Goldman Sachs Call 32 NEM 21.06.2.../ DE000GG5CNZ0 /
| 2024-06-10 9:49:47 AM |
Chg.-0.050 |
Bid12:01:31 PM |
Ask12:01:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-6.10% |
0.780
Bid Size: 50,000 |
0.800
Ask Size: 50,000 |
Newmont Corporation |
32.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG5CNZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.32 |
| Parity: |
0.78 |
| Time value: |
0.01 |
| Break-even: |
37.59 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
4.52 |
| Rho: |
0.01 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-28.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.800 |
| 1M High / 1M Low: |
1.150 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.961 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
