Goldman Sachs Call 80 MS 19.07.2024
/ DE000GG4ZJD9
Goldman Sachs Call 80 MS 19.07.20.../ DE000GG4ZJD9 /
| 2024-06-14 10:37:21 AM |
Chg.-0.03 |
Bid1:51:30 PM |
Ask1:51:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-2.03% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
80.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
GG4ZJD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
1.42 |
| Time value: |
0.07 |
| Break-even: |
89.41 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
5.45 |
| Rho: |
0.06 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.49% |
| 1 Month |
|
|
-20.33% |
| 3 Months |
|
|
+31.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.48 |
| 1M High / 1M Low: |
2.05 |
1.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
