Goldman Sachs Call 90 MMM 21.06.2024
/ DE000GG6GG66
Goldman Sachs Call 90 MMM 21.06.2.../ DE000GG6GG66 /
| 2024-06-06 9:15:31 AM |
Chg.+0.020 |
Bid7:12:29 PM |
Ask7:12:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+2.35% |
0.800
Bid Size: 50,000 |
0.810
Ask Size: 50,000 |
3M Company |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG6GG6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
0.83 |
| Time value: |
0.09 |
| Break-even: |
91.97 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
5.75% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
8.40 |
| Rho: |
0.03 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.47% |
| 1 Month |
|
|
+14.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.760 |
| 1M High / 1M Low: |
1.400 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.950 |
| Avg. volume 1M: |
|
6,956.522 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
