Goldman Sachs Call 180 CGM 20.09.2024
/ DE000GQ58U68
Goldman Sachs Call 180 CGM 20.09..../ DE000GQ58U68 /
| 16/07/2024 10:16:00 |
Chg.+0.05 |
Bid19:36:54 |
Ask19:36:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+2.92% |
1.60
Bid Size: 2,000 |
2.30
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: |
8.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
1.19 |
| Time value: |
1.04 |
| Break-even: |
202.30 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.70 |
| Spread %: |
45.75% |
| Delta: |
0.67 |
| Theta: |
-0.12 |
| Omega: |
5.80 |
| Rho: |
0.19 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.41% |
| 1 Month |
|
|
+16.56% |
| 3 Months |
|
|
-41.53% |
| YTD |
|
|
-28.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.31 |
| 1M High / 1M Low: |
1.88 |
1.31 |
| 6M High / 6M Low: |
5.07 |
1.31 |
| High (YTD): |
04/03/2024 |
5.07 |
| Low (YTD): |
11/07/2024 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.86% |
| Volatility 6M: |
|
144.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
