Goldman Sachs Call 1100 RAA 20.12.2024
/ DE000GG7D5H2
Goldman Sachs Call 1100 RAA 20.12.../ DE000GG7D5H2 /
8/16/2024 2:30:33 PM |
Chg.-0.010 |
Bid2:52:32 PM |
Ask2:52:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-8.33% |
0.110 Bid Size: 10,000 |
0.160 Ask Size: 2,000 |
RATIONAL AG |
1,100.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/24/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
39.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.28 |
Parity: |
-2.08 |
Time value: |
0.22 |
Break-even: |
1,122.40 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.12 |
Spread %: |
124.00% |
Delta: |
0.22 |
Theta: |
-0.25 |
Omega: |
8.73 |
Rho: |
0.60 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.110 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+57.14% |
1 Month |
|
|
+57.14% |
3 Months |
|
|
-8.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.070 |
1M High / 1M Low: |
0.130 |
0.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.106 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.077 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
452.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |