Goldman Sachs Call 200 AVGO 17.01.2025
/ DE000GG22799
Goldman Sachs Call 200 AVGO 17.01.../ DE000GG22799 /
| 1/9/2025 10:34:55 AM |
Chg.- |
Bid4:21:21 PM |
Ask4:21:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
- |
2.31
Bid Size: 5,000 |
2.38
Ask Size: 5,000 |
Broadcom Inc |
200.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GG2279 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/24/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.51 |
| Parity: |
2.85 |
| Time value: |
0.12 |
| Break-even: |
223.94 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.15 |
| Spread %: |
5.32% |
| Delta: |
0.91 |
| Theta: |
-0.31 |
| Omega: |
6.79 |
| Rho: |
0.03 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
3.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.51% |
| 1 Month |
|
|
+680.00% |
| 3 Months |
|
|
+190.43% |
| YTD |
|
|
-30.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.65 |
2.73 |
| 1M High / 1M Low: |
4.75 |
0.25 |
| 6M High / 6M Low: |
4.75 |
0.12 |
| High (YTD): |
1/7/2025 |
3.65 |
| Low (YTD): |
1/9/2025 |
2.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,264.77% |
| Volatility 6M: |
|
629.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |