Goldman Sachs Call 70 SO 16.01.2026
/ DE000GJ086S5
Goldman Sachs Call 70 SO 16.01.20.../ DE000GJ086S5 /
16/10/2024 17:01:17 |
Chg.+0.04 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
2.17EUR |
+1.88% |
2.26 Bid Size: 3,000 |
2.41 Ask Size: 3,000 |
Southern Co |
70.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
GJ086S |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Southern Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
04/07/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.18 |
Intrinsic value: |
1.90 |
Implied volatility: |
0.19 |
Historic volatility: |
0.15 |
Parity: |
1.90 |
Time value: |
0.31 |
Break-even: |
86.42 |
Moneyness: |
1.30 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.10 |
Spread %: |
4.74% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
3.54 |
Rho: |
0.70 |
Quote data
Open: |
2.11 |
High: |
2.17 |
Low: |
2.11 |
Previous Close: |
2.13 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.05% |
1 Month |
|
|
+11.86% |
3 Months |
|
|
+61.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.13 |
1.88 |
1M High / 1M Low: |
2.18 |
1.88 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |