Goldman Sachs Call 180 CGM 20.09.2024
/ DE000GQ58U68
Goldman Sachs Call 180 CGM 20.09..../ DE000GQ58U68 /
8/15/2024 10:35:05 AM |
Chg.-0.050 |
Bid2:32:16 PM |
Ask2:32:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-10.42% |
0.460 Bid Size: 10,000 |
0.560 Ask Size: 2,000 |
CAPGEMINI SE INH. EO... |
180.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
9/25/2023 |
Last trading day: |
9/19/2024 |
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): |
3/4/2024 |
5.070 |
Low (YTD): |
8/13/2024 |
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: |
|
- |