Goldman Sachs Call 850 RAA 17.05.2024
/ DE000GG5X0G3
Goldman Sachs Call 850 RAA 17.05..../ DE000GG5X0G3 /
| 2024-05-09 10:32:43 AM |
Chg.+0.006 |
Bid11:32:40 AM |
Ask11:32:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
+17.14% |
0.044
Bid Size: 20,000 |
0.074
Ask Size: 20,000 |
RATIONAL AG |
850.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
GG5X0G |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
62.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.26 |
| Parity: |
-0.30 |
| Time value: |
0.13 |
| Break-even: |
863.20 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
9.41 |
| Spread abs.: |
0.10 |
| Spread %: |
312.50% |
| Delta: |
0.34 |
| Theta: |
-1.44 |
| Omega: |
20.81 |
| Rho: |
0.06 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.041 |
| Previous Close: |
0.035 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+127.78% |
| 1 Month |
|
|
-65.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.001 |
| 1M High / 1M Low: |
0.130 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
2,380.952 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
11,774.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
