Goldman Sachs Call 40 G1A 16.08.2024
/ DE000GG8GH63
Goldman Sachs Call 40 G1A 16.08.2.../ DE000GG8GH63 /
| 2024-07-11 12:23:58 PM |
Chg.-0.013 |
Bid1:58:19 PM |
Ask1:58:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-16.88% |
0.073
Bid Size: 20,000 |
0.093
Ask Size: 5,000 |
GEA GROUP AG |
40.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
GG8GH6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-24 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.07 |
| Time value: |
0.11 |
| Break-even: |
41.14 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.04 |
| Spread %: |
60.56% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
15.67 |
| Rho: |
0.02 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.064 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.77% |
| 1 Month |
|
|
+3.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.075 |
| 1M High / 1M Low: |
0.140 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
