Goldman Sachs Call 35 RNL 17.05.2024
/ DE000GG46K59
Goldman Sachs Call 35 RNL 17.05.2.../ DE000GG46K59 /
| 5/16/2024 10:52:29 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
RENAULT INH. EO... |
- EUR |
5/17/2024 |
Call |
Master data
| WKN: |
GG46K5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
- EUR |
| Maturity: |
5/17/2024 |
| Issue date: |
2/26/2024 |
| Last trading day: |
5/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
11.96 |
| Historic volatility: |
0.29 |
| Parity: |
1.51 |
| Time value: |
0.45 |
| Break-even: |
54.60 |
| Moneyness: |
1.43 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.51 |
| Spread %: |
35.17% |
| Delta: |
0.81 |
| Theta: |
-4.22 |
| Omega: |
2.08 |
| Rho: |
0.00 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+7.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.33 |
| 1M High / 1M Low: |
1.50 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
