Goldman Sachs Call 96 MS 21.06.2024
/ DE000GG8A398
Goldman Sachs Call 96 MS 21.06.20.../ DE000GG8A398 /
| 2024-06-14 10:41:38 AM |
Chg.-0.024 |
Bid3:55:43 PM |
Ask3:55:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
-30.00% |
0.043
Bid Size: 50,000 |
0.050
Ask Size: 50,000 |
Morgan Stanley |
96.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG8A39 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
106.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-0.07 |
| Time value: |
0.08 |
| Break-even: |
90.24 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.01 |
| Spread %: |
13.70% |
| Delta: |
0.41 |
| Theta: |
-0.08 |
| Omega: |
44.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.00% |
| 1 Month |
|
|
-88.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.080 |
| 1M High / 1M Low: |
0.580 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
