Goldman Sachs Call 35 HAL 16.08.2024
/ DE000GG8M7L8
Goldman Sachs Call 35 HAL 16.08.2.../ DE000GG8M7L8 /
2024-07-04 11:07:44 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.081EUR |
- |
- Bid Size: - |
- Ask Size: - |
Halliburton Co |
35.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
GG8M7L |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Halliburton Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-05-27 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.24 |
Parity: |
-0.18 |
Time value: |
0.09 |
Break-even: |
33.22 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.01 |
Spread %: |
12.05% |
Delta: |
0.37 |
Theta: |
-0.02 |
Omega: |
12.09 |
Rho: |
0.01 |
Quote data
Open: |
0.081 |
High: |
0.081 |
Low: |
0.081 |
Previous Close: |
0.078 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.95% |
1 Month |
|
|
-32.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.076 |
1M High / 1M Low: |
0.150 |
0.074 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.081 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.101 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
229.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |