Goldman Sachs Call 95 WMT 16.01.2026
/ DE000GG5LSA3
Goldman Sachs Call 95 WMT 16.01.2.../ DE000GG5LSA3 /
| 2024-06-18 9:49:04 AM |
Chg.+0.010 |
Bid5:42:39 PM |
Ask5:42:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
0.110
Bid Size: 30,000 |
0.120
Ask Size: 30,000 |
Walmart Inc |
95.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG5LSA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-2.57 |
| Time value: |
0.12 |
| Break-even: |
89.65 |
| Moneyness: |
0.71 |
| Premium: |
0.43 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
9.17% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
8.37 |
| Rho: |
0.14 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+74.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.090 |
| 1M High / 1M Low: |
0.110 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
