Goldman Sachs Call 160 PG 21.03.2025
/ DE000GG6XPA2
Goldman Sachs Call 160 PG 21.03.2.../ DE000GG6XPA2 /
| 24/01/2025 10:50:01 |
Chg.+0.120 |
Bid19:16:47 |
Ask19:16:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+17.91% |
0.680
Bid Size: 10,000 |
0.690
Ask Size: 10,000 |
Procter and Gamble C... |
160.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
GG6XPA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Procter and Gamble Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.14 |
| Parity: |
0.59 |
| Time value: |
0.19 |
| Break-even: |
161.41 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
15.84 |
| Rho: |
0.18 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.64% |
| 1 Month |
|
|
-30.70% |
| 3 Months |
|
|
-41.91% |
| YTD |
|
|
-34.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.530 |
| 1M High / 1M Low: |
1.210 |
0.470 |
| 6M High / 6M Low: |
2.110 |
0.470 |
| High (YTD): |
02/01/2025 |
1.090 |
| Low (YTD): |
16/01/2025 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.699 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.72% |
| Volatility 6M: |
|
152.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |