Goldman Sachs Call 100 SO 17.01.2.../  DE000GG8PFL2  /

EUWAX
13/09/2024  10:04:36 Chg.-0.006 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.057EUR -9.52% -
Bid Size: -
-
Ask Size: -
Southern Co 100.00 USD 17/01/2025 Call
 

Master data

WKN: GG8PFL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Southern Co
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 17/01/2025
Issue date: 28/05/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 83.25
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -0.95
Time value: 0.10
Break-even: 91.25
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 44.78%
Delta: 0.20
Theta: -0.01
Omega: 16.81
Rho: 0.05
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.063
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.57%
1 Month
  -18.57%
3 Months  
+42.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.057
1M High / 1M Low: 0.080 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   376.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -