Goldman Sachs Call 50 RNL 16.08.2024
/ DE000GG8JZP4
Goldman Sachs Call 50 RNL 16.08.2.../ DE000GG8JZP4 /
2024-06-21 10:20:49 AM |
Chg.-0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-11.11% |
- Bid Size: - |
- Ask Size: - |
RENAULT INH. EO... |
50.00 EUR |
2024-08-16 |
Call |
Master data
WKN: |
GG8JZP |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
RENAULT INH. EO 3,81 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 EUR |
Maturity: |
2024-08-16 |
Issue date: |
2024-05-24 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.29 |
Parity: |
-0.13 |
Time value: |
0.34 |
Break-even: |
53.38 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.07 |
Spread %: |
26.12% |
Delta: |
0.50 |
Theta: |
-0.04 |
Omega: |
7.14 |
Rho: |
0.03 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-22.58% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.220 |
1M High / 1M Low: |
0.610 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.375 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
271.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |