Goldman Sachs Call 55 BNP 20.09.2024
/ DE000GG1G952
Goldman Sachs Call 55 BNP 20.09.2.../ DE000GG1G952 /
| 7/12/2024 9:17:56 AM |
Chg.+0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+3.80% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
55.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
GG1G95 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/22/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
0.74 |
| Time value: |
0.18 |
| Break-even: |
64.20 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
12.20% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
5.42 |
| Rho: |
0.08 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.61% |
| 1 Month |
|
|
+6.49% |
| 3 Months |
|
|
-27.43% |
| YTD |
|
|
-16.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.770 |
| 1M High / 1M Low: |
1.020 |
0.600 |
| 6M High / 6M Low: |
1.750 |
0.240 |
| High (YTD): |
5/20/2024 |
1.750 |
| Low (YTD): |
2/15/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.752 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.906 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.84% |
| Volatility 6M: |
|
152.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
