Goldman Sachs Call ASME/ DE000GG48N96 /
| 16/05/2024 13:11:31 | Chg.- | Bid22:00:41 | Ask22:00:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.47EUR | - | - Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... | - EUR | 17/05/2024 | Call |
Master data
| WKN: | GG48N9 |
|---|---|
| Issuer: | Goldman Sachs Bank Europe SE |
| Currency: | EUR |
| Underlying: | ASML HOLDING EO -,09 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - EUR |
| Maturity: | 17/05/2024 |
| Issue date: | 27/02/2024 |
| Last trading day: | 16/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 26.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.10 |
| Implied volatility: | 1.77 |
| Historic volatility: | 0.30 |
| Parity: | 0.10 |
| Time value: | 3.09 |
| Break-even: | 881.90 |
| Moneyness: | 1.00 |
| Premium: | 0.04 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 2.00 |
| Spread %: | 168.07% |
| Delta: | 0.52 |
| Theta: | -15.71 |
| Omega: | 13.98 |
| Rho: | 0.01 |
Quote data
| Open: | 1.47 |
|---|---|
| High: | 1.47 |
| Low: | 1.47 |
| Previous Close: | 0.75 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.37% | ||
|---|---|---|---|
| 1 Month | -72.16% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.01 | 0.75 |
|---|---|---|
| 1M High / 1M Low: | 5.28 | 0.75 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.37 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.99 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 681.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
