Goldman Sachs Call 12.5 SZU 19.07.2024
/ DE000GG89BK9
Goldman Sachs Call 12.5 SZU 19.07.../ DE000GG89BK9 /
| 2024-07-03 11:27:06 AM |
Chg.+0.11 |
Bid12:08:49 PM |
Ask12:08:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+7.75% |
1.57
Bid Size: 5,000 |
1.72
Ask Size: 5,000 |
SUEDZUCKER AG O.N. |
12.50 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
GG89BK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.21 |
| Parity: |
1.43 |
| Time value: |
0.55 |
| Break-even: |
14.48 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.64 |
| Spread %: |
47.76% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
5.17 |
| Rho: |
0.00 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.53% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.13 |
| 1M High / 1M Low: |
1.84 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
