Goldman Sachs Call 38 G1A 20.12.2024
/ DE000GG824X2
Goldman Sachs Call 38 G1A 20.12.2.../ DE000GG824X2 /
| 8/6/2024 10:48:16 AM |
Chg.0.000 |
Bid1:40:48 PM |
Ask1:40:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
0.00% |
0.320
Bid Size: 10,000 |
0.370
Ask Size: 5,000 |
GEA GROUP AG |
38.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
GG824X |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/15/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
0.06 |
| Time value: |
0.37 |
| Break-even: |
42.25 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
13.33% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
5.41 |
| Rho: |
0.07 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.73% |
| 1 Month |
|
|
-20.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.340 |
| 1M High / 1M Low: |
0.480 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
