Goldman Sachs Call 260 AMGN 17.01.2025
/ DE000GG6DMP9
Goldman Sachs Call 260 AMGN 17.01.../ DE000GG6DMP9 /
| 09/01/2025 09:04:49 |
Chg.- |
Bid13:43:55 |
Ask13:43:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
0.720
Bid Size: 5,000 |
0.820
Ask Size: 3,000 |
Amgen Inc |
260.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG6DMP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.41 |
| Time value: |
0.30 |
| Break-even: |
259.61 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
0.65 |
| Theta: |
-0.33 |
| Omega: |
23.46 |
| Rho: |
0.03 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.53% |
| 1 Month |
|
|
-68.21% |
| 3 Months |
|
|
-89.98% |
| YTD |
|
|
-12.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.340 |
| 1M High / 1M Low: |
1.950 |
0.340 |
| 6M High / 6M Low: |
8.230 |
0.340 |
| High (YTD): |
09/01/2025 |
0.620 |
| Low (YTD): |
07/01/2025 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.252 |
| Avg. volume 6M: |
|
8.065 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.72% |
| Volatility 6M: |
|
238.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |