Goldman Sachs Call 6.5 PSM 19.07.2024
/ DE000GG8ZEX9
Goldman Sachs Call 6.5 PSM 19.07..../ DE000GG8ZEX9 /
09/07/2024 10:23:18 |
Chg.- |
Bid10:29:49 |
Ask10:29:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
- |
0.290 Bid Size: 10,000 |
0.340 Ask Size: 2,000 |
PROSIEBENSAT.1 NA O... |
6.50 EUR |
19/07/2024 |
Call |
Master data
WKN: |
GG8ZEX |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
PROSIEBENSAT.1 NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.50 EUR |
Maturity: |
19/07/2024 |
Issue date: |
03/06/2024 |
Last trading day: |
18/07/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.11 |
Implied volatility: |
1.41 |
Historic volatility: |
0.46 |
Parity: |
0.11 |
Time value: |
0.53 |
Break-even: |
7.14 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
21.44 |
Spread abs.: |
0.30 |
Spread %: |
89.02% |
Delta: |
0.58 |
Theta: |
-0.03 |
Omega: |
5.97 |
Rho: |
0.00 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.43% |
1 Month |
|
|
-53.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.350 |
1M High / 1M Low: |
0.950 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.425 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.536 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
317.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |