Goldman Sachs Call 52 FRA 21.06.2024
/ DE000GG7TKY9
Goldman Sachs Call 52 FRA 21.06.2.../ DE000GG7TKY9 /
| 31/05/2024 17:23:18 |
Chg.+0.010 |
Bid20:58:38 |
Ask20:58:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.180
Bid Size: 10,000 |
0.230
Ask Size: 5,000 |
FRAPORT AG FFM.AIRPO... |
52.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
GG7TKY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
09/05/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.07 |
| Time value: |
0.16 |
| Break-even: |
54.20 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.12 |
| Spread %: |
120.00% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
13.98 |
| Rho: |
0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.190 |
| Low: |
0.140 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+137.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.080 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
