Goldman Sachs Call 90 MS 16.08.2024
/ DE000GG6JSP3
Goldman Sachs Call 90 MS 16.08.20.../ DE000GG6JSP3 /
| 2024-06-13 10:32:57 AM |
Chg.-0.050 |
Bid6:07:45 PM |
Ask6:07:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-6.85% |
0.660
Bid Size: 50,000 |
0.670
Ask Size: 50,000 |
Morgan Stanley |
90.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
GG6JSP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
0.52 |
| Time value: |
0.19 |
| Break-even: |
90.39 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.42% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
9.34 |
| Rho: |
0.10 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.92% |
| 1 Month |
|
|
-31.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.730 |
| 1M High / 1M Low: |
1.190 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
