Goldman Sachs Call 34 G1A 20.09.2024
/ DE000GG520C0
Goldman Sachs Call 34 G1A 20.09.2.../ DE000GG520C0 /
2024-09-11 4:26:43 PM |
Chg.-0.010 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-1.22% |
- Bid Size: - |
- Ask Size: - |
GEA GROUP AG |
34.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
GG520C |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-12 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.83 |
Implied volatility: |
1.47 |
Historic volatility: |
0.20 |
Parity: |
0.83 |
Time value: |
0.08 |
Break-even: |
43.10 |
Moneyness: |
1.24 |
Premium: |
0.02 |
Premium p.a.: |
1.22 |
Spread abs.: |
0.09 |
Spread %: |
10.98% |
Delta: |
0.86 |
Theta: |
-0.13 |
Omega: |
3.97 |
Rho: |
0.01 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.810 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.22% |
1 Month |
|
|
+28.57% |
3 Months |
|
|
+68.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.770 |
1M High / 1M Low: |
0.860 |
0.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.808 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.745 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |