Goldman Sachs Call 100 SRE 17.01.2025
/ DE000GG91NF0
Goldman Sachs Call 100 SRE 17.01..../ DE000GG91NF0 /
8/30/2024 11:09:36 AM |
Chg.0.000 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Sempra |
100.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
GG91NF |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Sempra |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
6/4/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
45.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.17 |
Parity: |
-1.61 |
Time value: |
0.16 |
Break-even: |
92.14 |
Moneyness: |
0.82 |
Premium: |
0.24 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.15 |
Spread %: |
1,250.00% |
Delta: |
0.21 |
Theta: |
-0.02 |
Omega: |
9.64 |
Rho: |
0.05 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.010 |
1M High / 1M Low: |
0.070 |
0.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.031 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
570.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |