Goldman Sachs Call 750 ASME 21.06.2024
/ DE000GG26N92
Goldman Sachs Call 750 ASME 21.06.../ DE000GG26N92 /
| 6/11/2024 11:06:09 AM |
Chg.+1.75 |
Bid8:43:46 PM |
Ask8:43:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.87EUR |
+8.70% |
21.14
Bid Size: 500 |
24.14
Ask Size: 500 |
ASML HOLDING EO -... |
750.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
GG26N9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
1/26/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
21.42 |
| Intrinsic value: |
21.34 |
| Implied volatility: |
1.87 |
| Historic volatility: |
0.30 |
| Parity: |
21.34 |
| Time value: |
3.16 |
| Break-even: |
995.00 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
2.25 |
| Spread abs.: |
3.93 |
| Spread %: |
19.11% |
| Delta: |
0.83 |
| Theta: |
-3.79 |
| Omega: |
3.28 |
| Rho: |
0.15 |
Quote data
| Open: |
21.87 |
| High: |
21.87 |
| Low: |
21.87 |
| Previous Close: |
20.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.14% |
| 1 Month |
|
|
+92.18% |
| 3 Months |
|
|
+21.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.73 |
12.93 |
| 1M High / 1M Low: |
21.73 |
10.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
17.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
