Goldman Sachs Call 35 G1A 20.12.2024
/ DE000GP4FFU2
Goldman Sachs Call 35 G1A 20.12.2.../ DE000GP4FFU2 /
| 10/11/2024 6:19:35 PM |
Chg.+0.05 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+4.39% |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
35.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
GP4FFU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
5/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.20 |
| Parity: |
1.14 |
| Time value: |
0.15 |
| Break-even: |
47.90 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.16 |
| Spread %: |
14.16% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
3.09 |
| Rho: |
0.05 |
Quote data
| Open: |
1.16 |
| High: |
1.19 |
| Low: |
1.16 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.31% |
| 1 Month |
|
|
+46.91% |
| 3 Months |
|
|
+67.61% |
| YTD |
|
|
+112.50% |
| 1 Year |
|
|
+197.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.07 |
| 1M High / 1M Low: |
1.19 |
0.78 |
| 6M High / 6M Low: |
1.19 |
0.43 |
| High (YTD): |
10/11/2024 |
1.19 |
| Low (YTD): |
1/17/2024 |
0.39 |
| 52W High: |
10/11/2024 |
1.19 |
| 52W Low: |
10/27/2023 |
0.30 |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.57 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.82% |
| Volatility 6M: |
|
88.99% |
| Volatility 1Y: |
|
94.92% |
| Volatility 3Y: |
|
- |
