Goldman Sachs Call 140 CGM 20.09.2024
/ DE000GQ6L0C4
Goldman Sachs Call 140 CGM 20.09..../ DE000GQ6L0C4 /
| 16/07/2024 10:09:58 |
Chg.+0.07 |
Bid19:22:08 |
Ask19:22:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.43EUR |
+1.31% |
5.25
Bid Size: 2,000 |
6.25
Ask Size: 2,000 |
CAPGEMINI SE INH. EO... |
140.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
GQ6L0C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.28 |
| Intrinsic value: |
5.19 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.23 |
| Parity: |
5.19 |
| Time value: |
0.94 |
| Break-even: |
201.30 |
| Moneyness: |
1.37 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
1.00 |
| Spread %: |
19.49% |
| Delta: |
0.84 |
| Theta: |
-0.16 |
| Omega: |
2.62 |
| Rho: |
0.18 |
Quote data
| Open: |
5.43 |
| High: |
5.43 |
| Low: |
5.43 |
| Previous Close: |
5.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.42% |
| 1 Month |
|
|
+12.66% |
| 3 Months |
|
|
-17.10% |
| YTD |
|
|
-1.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.36 |
4.78 |
| 1M High / 1M Low: |
5.40 |
4.66 |
| 6M High / 6M Low: |
8.81 |
4.65 |
| High (YTD): |
04/03/2024 |
8.81 |
| Low (YTD): |
10/01/2024 |
4.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.97% |
| Volatility 6M: |
|
72.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
