Goldman Sachs Call 95 MMM 21.06.2024
/ DE000GG63BK4
Goldman Sachs Call 95 MMM 21.06.2.../ DE000GG63BK4 /
| 06/06/2024 10:36:25 |
Chg.+0.030 |
Bid13:05:23 |
Ask13:05:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+7.14% |
0.460
Bid Size: 20,000 |
0.490
Ask Size: 20,000 |
3M Company |
95.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
GG63BK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
15/04/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
0.37 |
| Time value: |
0.08 |
| Break-even: |
91.93 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.24% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
15.51 |
| Rho: |
0.03 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.330 |
| 1M High / 1M Low: |
0.950 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
