Goldman Sachs Call 220 CGM 19.07.2024
/ DE000GG7LFS8
Goldman Sachs Call 220 CGM 19.07..../ DE000GG7LFS8 /
2024-06-14 9:59:05 AM |
Chg.-0.020 |
Bid3:06:03 PM |
Ask3:06:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
-50.00% |
0.025 Bid Size: 10,000 |
0.075 Ask Size: 10,000 |
CAPGEMINI SE INH. EO... |
220.00 EUR |
2024-07-19 |
Call |
Master data
WKN: |
GG7LFS |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-06 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
84.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.23 |
Parity: |
-3.40 |
Time value: |
0.22 |
Break-even: |
222.21 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
5.37 |
Spread abs.: |
0.20 |
Spread %: |
952.38% |
Delta: |
0.16 |
Theta: |
-0.10 |
Omega: |
13.36 |
Rho: |
0.03 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.020 |
Previous Close: |
0.040 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.00% |
1 Month |
|
|
-92.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.040 |
1M High / 1M Low: |
0.310 |
0.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.149 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
813.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |