Goldman Sachs Call 66 BNP 16.08.2024
/ DE000GG96HH7
Goldman Sachs Call 66 BNP 16.08.2.../ DE000GG96HH7 /
| 2024-06-25 11:22:00 AM |
Chg.- |
Bid9:51:31 AM |
Ask9:51:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
- |
0.081
Bid Size: 50,000 |
0.088
Ask Size: 50,000 |
BNP PARIBAS INH. ... |
66.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
GG96HH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-0.58 |
| Time value: |
0.16 |
| Break-even: |
67.60 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.07 |
| Spread %: |
77.78% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
11.47 |
| Rho: |
0.02 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.088 |
| Previous Close: |
0.083 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.26% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.061 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
