Goldman Sachs Call 38 G1A 16.08.2024
/ DE000GG8S713
Goldman Sachs Call 38 G1A 16.08.2.../ DE000GG8S713 /
| 2024-07-22 6:21:25 PM |
Chg.0.000 |
Bid2024-07-22 |
Ask2024-07-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 10,000 |
0.280
Ask Size: 10,000 |
GEA GROUP AG |
38.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
GG8S71 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.20 |
| Time value: |
0.07 |
| Break-even: |
40.67 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
12.66% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
11.12 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
+19.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
0.300 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
