Goldman Sachs Call 26 COK 20.09.2024
/ DE000GG37H89
Goldman Sachs Call 26 COK 20.09.2.../ DE000GG37H89 /
| 6/25/2024 3:22:29 PM |
Chg.-0.050 |
Bid5:48:54 PM |
Ask5:48:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-7.69% |
0.620
Bid Size: 20,000 |
0.650
Ask Size: 20,000 |
CANCOM SE O.N. |
26.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
GG37H8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.34 |
| Parity: |
0.57 |
| Time value: |
0.10 |
| Break-even: |
32.70 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
4.69% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.05 |
Quote data
| Open: |
0.620 |
| High: |
0.630 |
| Low: |
0.600 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.76% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.580 |
| 1M High / 1M Low: |
0.700 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
