Goldman Sachs Call 180 PEP 17.01.2025
/ DE000GG6BGQ3
Goldman Sachs Call 180 PEP 17.01..../ DE000GG6BGQ3 /
| 2024-12-20 10:03:17 AM |
Chg.- |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PepsiCo Inc |
180.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
GG6BGQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
252.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
-2.61 |
| Time value: |
0.06 |
| Break-even: |
173.18 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
8.59 |
| Spread abs.: |
0.03 |
| Spread %: |
107.14% |
| Delta: |
0.08 |
| Theta: |
-0.05 |
| Omega: |
20.59 |
| Rho: |
0.01 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-92.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.024 |
| 1M High / 1M Low: |
0.035 |
0.013 |
| 6M High / 6M Low: |
0.720 |
0.013 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.307 |
| Avg. volume 6M: |
|
425.197 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
481.91% |
| Volatility 6M: |
|
314.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
