Goldman Sachs Call 95 SWKS 21.06.2024
/ DE000GG7TNG0
Goldman Sachs Call 95 SWKS 21.06..../ DE000GG7TNG0 /
| 2024-06-19 9:29:58 AM |
Chg.+0.06 |
Bid4:53:35 PM |
Ask4:53:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+5.77% |
1.07
Bid Size: 3,000 |
1.17
Ask Size: 1,000 |
Skyworks Solutions I... |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG7TNG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
1.61 |
| Historic volatility: |
0.29 |
| Parity: |
1.07 |
| Time value: |
0.10 |
| Break-even: |
100.16 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
5.58 |
| Spread abs.: |
0.10 |
| Spread %: |
9.35% |
| Delta: |
0.85 |
| Theta: |
-0.71 |
| Omega: |
7.16 |
| Rho: |
0.00 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+340.00% |
| 1 Month |
|
|
+423.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.25 |
| 1M High / 1M Low: |
1.05 |
0.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,126.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
