Goldman Sachs Call 1000 RAA 20.12.2024
/ DE000GP4Q1M0
Goldman Sachs Call 1000 RAA 20.12.../ DE000GP4Q1M0 /
2024-07-12 12:15:34 PM |
Chg.0.000 |
Bid1:02:05 PM |
Ask1:02:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
0.110 Bid Size: 10,000 |
0.160 Ask Size: 3,000 |
RATIONAL AG |
1,000.00 - |
2024-12-20 |
Call |
Master data
WKN: |
GP4Q1M |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
RATIONAL AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,000.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-15 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
41.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.27 |
Parity: |
-2.32 |
Time value: |
0.19 |
Break-even: |
1,018.50 |
Moneyness: |
0.77 |
Premium: |
0.33 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.08 |
Spread %: |
68.18% |
Delta: |
0.19 |
Theta: |
-0.18 |
Omega: |
8.07 |
Rho: |
0.58 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
-52.17% |
3 Months |
|
|
-59.26% |
YTD |
|
|
-56.00% |
1 Year |
|
|
-63.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.110 |
1M High / 1M Low: |
0.230 |
0.110 |
6M High / 6M Low: |
0.310 |
0.110 |
High (YTD): |
2024-03-27 |
0.310 |
Low (YTD): |
2024-07-11 |
0.110 |
52W High: |
2023-08-31 |
0.370 |
52W Low: |
2024-07-11 |
0.110 |
Avg. price 1W: |
|
0.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.169 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.216 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.223 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
196.21% |
Volatility 6M: |
|
172.65% |
Volatility 1Y: |
|
143.65% |
Volatility 3Y: |
|
- |