Goldman Sachs Call 90 WMT 20.06.2025
/ DE000GG4RU59
Goldman Sachs Call 90 WMT 20.06.2.../ DE000GG4RU59 /
| 2024-09-19 9:34:15 AM |
Chg.+0.020 |
Bid9:55:12 PM |
Ask9:55:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+9.09% |
0.200
Bid Size: 20,000 |
0.210
Ask Size: 20,000 |
Walmart Inc |
90.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
GG4RU5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-1.07 |
| Time value: |
0.21 |
| Break-even: |
82.74 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
5.03% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
9.66 |
| Rho: |
0.14 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+118.18% |
| 3 Months |
|
|
+269.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.220 |
| 1M High / 1M Low: |
0.280 |
0.110 |
| 6M High / 6M Low: |
0.280 |
0.022 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.15% |
| Volatility 6M: |
|
169.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
