Goldman Sachs Call 34 G1A 20.09.2024
/ DE000GG520C0
Goldman Sachs Call 34 G1A 20.09.2.../ DE000GG520C0 /
| 2024-06-17 4:07:04 PM |
Chg.-0.030 |
Bid6:26:07 PM |
Ask6:26:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-6.38% |
0.460
Bid Size: 10,000 |
0.490
Ask Size: 10,000 |
GEA GROUP AG |
34.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
GG520C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
0.37 |
| Time value: |
0.15 |
| Break-even: |
39.14 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
6.20% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
5.51 |
| Rho: |
0.06 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.430 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
-10.20% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.470 |
| 1M High / 1M Low: |
0.590 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
