Goldman Sachs Call 46 FRA 21.06.2024
/ DE000GG5U3Y3
Goldman Sachs Call 46 FRA 21.06.2.../ DE000GG5U3Y3 /
| 2024-06-03 6:29:49 PM |
Chg.+0.060 |
Bid7:13:54 PM |
Ask7:13:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+8.33% |
0.780
Bid Size: 5,000 |
0.850
Ask Size: 5,000 |
FRAPORT AG FFM.AIRPO... |
46.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GG5U3Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.28 |
| Parity: |
0.71 |
| Time value: |
0.05 |
| Break-even: |
53.60 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
10.14% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
6.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.730 |
| High: |
0.830 |
| Low: |
0.730 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.84% |
| 1 Month |
|
|
+110.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.560 |
| 1M High / 1M Low: |
0.740 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
