Goldman Sachs Call 155 BEI 19.07.2024
/ DE000GG8A067
Goldman Sachs Call 155 BEI 19.07..../ DE000GG8A067 /
| 6/6/2024 10:46:20 AM |
Chg.- |
Bid10:20:29 AM |
Ask10:20:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
- |
0.046
Bid Size: 20,000 |
0.076
Ask Size: 20,000 |
BEIERSDORF AG O.N. |
155.00 EUR |
7/19/2024 |
Call |
Master data
| WKN: |
GG8A06 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
125.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
-1.21 |
| Time value: |
0.11 |
| Break-even: |
156.14 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.07 |
| Spread %: |
159.09% |
| Delta: |
0.19 |
| Theta: |
-0.04 |
| Omega: |
23.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.046 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
