Goldman Sachs Call 54 FRA 21.06.2024
/ DE000GG8A5J0
Goldman Sachs Call 54 FRA 21.06.2.../ DE000GG8A5J0 /
| 2024-06-04 9:00:39 AM |
Chg.-0.030 |
Bid11:03:08 AM |
Ask11:03:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-23.08% |
0.074
Bid Size: 20,000 |
0.094
Ask Size: 20,000 |
FRAPORT AG FFM.AIRPO... |
54.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GG8A5J |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
-0.03 |
| Time value: |
0.16 |
| Break-even: |
55.59 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.07 |
| Spread %: |
78.65% |
| Delta: |
0.50 |
| Theta: |
-0.05 |
| Omega: |
16.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+143.90% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.041 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| 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: |
|
- |
