Goldman Sachs Call 42 G1A 20.09.2024
/ DE000GG5ZR87
Goldman Sachs Call 42 G1A 20.09.2.../ DE000GG5ZR87 /
| 2024-06-18 12:27:32 PM |
Chg.+0.002 |
Bid1:02:43 PM |
Ask1:02:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
+3.13% |
0.062
Bid Size: 50,000 |
0.072
Ask Size: 50,000 |
GEA GROUP AG |
42.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
GG5ZR8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-0.46 |
| Time value: |
0.10 |
| Break-even: |
42.97 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.03 |
| Spread %: |
44.78% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
10.87 |
| Rho: |
0.02 |
Quote data
| Open: |
0.063 |
| High: |
0.066 |
| Low: |
0.063 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
-17.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.063 |
| 1M High / 1M Low: |
0.110 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
