Goldman Sachs Call 550 MUV2 20.12.2024
/ DE000GG2SEA5
Goldman Sachs Call 550 MUV2 20.12.../ DE000GG2SEA5 /
12/11/2024 18:51:22 |
Chg.-0.020 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
-40.00% |
- Bid Size: - |
- Ask Size: - |
MUENCH.RUECKVERS.VNA... |
550.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
GG2SEA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
22/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
196.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
-7.18 |
Time value: |
0.24 |
Break-even: |
552.43 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
3.00 |
Spread abs.: |
0.22 |
Spread %: |
912.50% |
Delta: |
0.11 |
Theta: |
-0.12 |
Omega: |
20.79 |
Rho: |
0.05 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-91.18% |
3 Months |
|
|
-76.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.040 |
1M High / 1M Low: |
0.520 |
0.040 |
6M High / 6M Low: |
0.750 |
0.040 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.048 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.170 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.351 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
335.87% |
Volatility 6M: |
|
457.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |