Goldman Sachs Call 92 MS 21.06.2024
/ DE000GG7R3A6
Goldman Sachs Call 92 MS 21.06.20.../ DE000GG7R3A6 /
| 6/14/2024 11:19:53 AM |
Chg.-0.080 |
Bid1:51:30 PM |
Ask1:51:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-21.62% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
92.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
GG7R3A |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
5/8/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
0.30 |
| Time value: |
0.04 |
| Break-even: |
89.09 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
3.02% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
21.22 |
| Rho: |
0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.00% |
| 1 Month |
|
|
-59.72% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.370 |
| 1M High / 1M Low: |
0.920 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
