Goldman Sachs Call 175 AIL 21.06.2024
/ DE000GG7NZC6
Goldman Sachs Call 175 AIL 21.06..../ DE000GG7NZC6 /
| 2024-06-03 11:13:56 AM |
Chg.+0.140 |
Bid3:24:07 PM |
Ask3:24:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+20.29% |
0.900
Bid Size: 20,000 |
0.920
Ask Size: 20,000 |
AIR LIQUIDE INH. EO ... |
175.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GG7NZC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AIR LIQUIDE INH. EO 5,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.17 |
| Parity: |
0.55 |
| Time value: |
0.42 |
| Break-even: |
184.70 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.30 |
| Spread %: |
44.78% |
| Delta: |
0.66 |
| Theta: |
-0.18 |
| Omega: |
12.23 |
| Rho: |
0.05 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.49% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.610 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| 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: |
|
- |
