Goldman Sachs Call 1100 RAA 20.12.2024
/ DE000GG7D5H2
Goldman Sachs Call 1100 RAA 20.12.../ DE000GG7D5H2 /
13/09/2024 16:15:48 |
Chg.0.000 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
RATIONAL AG |
1,100.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
GG7D5H |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
RATIONAL AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,100.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
24/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
52.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.28 |
Parity: |
-2.26 |
Time value: |
0.17 |
Break-even: |
1,116.70 |
Moneyness: |
0.80 |
Premium: |
0.28 |
Premium p.a.: |
1.49 |
Spread abs.: |
0.07 |
Spread %: |
72.16% |
Delta: |
0.18 |
Theta: |
-0.27 |
Omega: |
9.43 |
Rho: |
0.38 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
-16.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.100 |
1M High / 1M Low: |
0.140 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.100 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.113 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |