Goldman Sachs Call 35 G1A 20.12.2024
/ DE000GP4FFU2
Goldman Sachs Call 35 G1A 20.12.2.../ DE000GP4FFU2 /
11/09/2024 18:17:03 |
Chg.-0.010 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-1.23% |
- Bid Size: - |
- Ask Size: - |
GEA GROUP AG |
35.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.47 |
Historic volatility: |
0.20 |
Parity: |
0.73 |
Time value: |
0.14 |
Break-even: |
43.70 |
Moneyness: |
1.21 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.07 |
Spread %: |
8.75% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
4.00 |
Rho: |
0.07 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.800 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.27% |
1 Month |
|
|
+26.98% |
3 Months |
|
|
+56.86% |
YTD |
|
|
+42.86% |
1 Year |
|
|
+31.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.740 |
1M High / 1M Low: |
0.850 |
0.640 |
6M High / 6M Low: |
0.850 |
0.430 |
High (YTD): |
30/08/2024 |
0.850 |
Low (YTD): |
17/01/2024 |
0.390 |
52W High: |
30/08/2024 |
0.850 |
52W Low: |
27/10/2023 |
0.300 |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.730 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.594 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.528 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
57.76% |
Volatility 6M: |
|
90.46% |
Volatility 1Y: |
|
94.27% |
Volatility 3Y: |
|
- |