Goldman Sachs Call 7900 CAC 40 17.05.2024
/ DE000GG43QH0
Goldman Sachs Call 7900 CAC 40 17.../ DE000GG43QH0 /
| 2024-05-03 8:37:14 AM |
Chg.+0.10 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
+10.53% |
-
Bid Size: - |
-
Ask Size: - |
- |
7,900.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG43QH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,900.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
77.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.12 |
| Parity: |
0.58 |
| Time value: |
0.45 |
| Break-even: |
8,003.00 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.67 |
| Theta: |
-2.76 |
| Omega: |
51.86 |
| Rho: |
1.87 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
0.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.50% |
| 1 Month |
|
|
-43.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
0.95 |
| 1M High / 1M Low: |
2.33 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
