Goldman Sachs Call 500 URI 20.09.2024
/ DE000GG1CVA5
Goldman Sachs Call 500 URI 20.09..../ DE000GG1CVA5 /
| 2024-07-26 4:20:50 PM |
Chg.+5.80 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 26.47EUR |
+28.06% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
500.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG1CVA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.48 |
| Intrinsic value: |
23.23 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.33 |
| Parity: |
23.23 |
| Time value: |
0.82 |
| Break-even: |
701.09 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.50 |
| Spread %: |
2.12% |
| Delta: |
0.94 |
| Theta: |
-0.25 |
| Omega: |
2.71 |
| Rho: |
0.62 |
Quote data
| Open: |
26.47 |
| High: |
26.47 |
| Low: |
26.47 |
| Previous Close: |
20.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.40% |
| 1 Month |
|
|
+108.26% |
| 3 Months |
|
|
+37.22% |
| YTD |
|
|
+130.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
26.47 |
20.67 |
| 1M High / 1M Low: |
26.47 |
12.51 |
| 6M High / 6M Low: |
26.47 |
12.37 |
| High (YTD): |
2024-07-26 |
26.47 |
| Low (YTD): |
2024-01-05 |
9.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
22.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
17.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
17.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.93% |
| Volatility 6M: |
|
115.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
