Goldman Sachs Call 36 G1A 19.07.2024
/ DE000GG7L850
Goldman Sachs Call 36 G1A 19.07.2.../ DE000GG7L850 /
| 2024-07-03 10:57:07 AM |
Chg.-0.010 |
Bid2024-07-03 |
Ask2024-07-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-2.38% |
0.410
Bid Size: 50,000 |
0.430
Ask Size: 50,000 |
GEA GROUP AG |
36.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
GG7L85 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.20 |
| Parity: |
0.43 |
| Time value: |
0.05 |
| Break-even: |
40.74 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.13 |
| Spread %: |
38.60% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
7.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.13% |
| 1 Month |
|
|
+64.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.320 |
| 1M High / 1M Low: |
0.420 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
