Goldman Sachs Call 350 HD 16.08.2024
/ DE000GG6JZB8
Goldman Sachs Call 350 HD 16.08.2.../ DE000GG6JZB8 /
| 6/21/2024 9:33:03 AM |
Chg.-0.08 |
Bid8:45:31 PM |
Ask8:45:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
-5.10% |
1.56
Bid Size: 20,000 |
1.58
Ask Size: 20,000 |
Home Depot Inc |
350.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
GG6JZB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.32 |
| Time value: |
1.21 |
| Break-even: |
342.22 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
2.00% |
| Delta: |
0.58 |
| Theta: |
-0.13 |
| Omega: |
12.56 |
| Rho: |
0.27 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.27% |
| 1 Month |
|
|
+88.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.15 |
| 1M High / 1M Low: |
1.57 |
0.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
