Goldman Sachs Call 8700 CAC 40 20.09.2024
/ DE000GG657A4
Goldman Sachs Call 8700 CAC 40 20.../ DE000GG657A4 /
| 2024-06-10 8:06:02 AM |
Chg.-0.110 |
Bid7:43:02 PM |
Ask7:43:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-42.31% |
0.170
Bid Size: 50,000 |
0.370
Ask Size: 50,000 |
- |
8,700.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
GG657A |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8,700.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
350.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.11 |
| Parity: |
-6.98 |
| Time value: |
0.23 |
| Break-even: |
8,722.80 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
4.59% |
| Delta: |
0.11 |
| Theta: |
-0.50 |
| Omega: |
37.21 |
| Rho: |
2.31 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.43% |
| 1 Month |
|
|
-76.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.210 |
| 1M High / 1M Low: |
0.730 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
