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Goldman Sachs Call 180 CGM 20.09..../  DE000GQ58U68  /

EUWAX
15/08/2024  10:35:05 Chg.-0.050 Bid14:28:04 Ask14:28:04 Underlying Strike price Expiration date Option type
0.430EUR -10.42% 0.440
Bid Size: 10,000		 0.540
Ask Size: 2,000		 CAPGEMINI SE INH. EO... 180.00 - 20/09/2024 Call
 

Master data

WKN: GQ58U6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 20/09/2024
Issue date: 25/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.87
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.21
Parity: -0.28
Time value: 0.61
Break-even: 186.14
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.64
Spread abs.: 0.30
Spread %: 95.54%
Delta: 0.47
Theta: -0.11
Omega: 13.66
Rho: 0.08
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.51%
1 Month
  -74.85%
3 Months
  -86.73%
YTD
  -82.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.390
1M High / 1M Low: 2.000 0.390
6M High / 6M Low: 5.070 0.390
High (YTD): 04/03/2024 5.070
Low (YTD): 13/08/2024 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   1.167
Avg. volume 1M:   0.000
Avg. price 6M:   2.806
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.73%
Volatility 6M:   168.50%
Volatility 1Y:   -
Volatility 3Y:   -