Goldman Sachs Call 700 URI 20.09.2024
/ DE000GG19S39
Goldman Sachs Call 700 URI 20.09..../ DE000GG19S39 /
| 2024-07-26 4:17:42 PM |
Chg.+3.57 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.25EUR |
+62.85% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
700.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG19S3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.57 |
| Intrinsic value: |
4.81 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
4.81 |
| Time value: |
2.40 |
| Break-even: |
716.92 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.30 |
| Spread %: |
4.34% |
| Delta: |
0.72 |
| Theta: |
-0.37 |
| Omega: |
6.90 |
| Rho: |
0.64 |
Quote data
| Open: |
9.25 |
| High: |
9.25 |
| Low: |
9.25 |
| Previous Close: |
5.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.05% |
| 1 Month |
|
|
+434.68% |
| 3 Months |
|
|
+53.15% |
| YTD |
|
|
+184.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.25 |
5.38 |
| 1M High / 1M Low: |
9.25 |
1.51 |
| 6M High / 6M Low: |
9.25 |
1.51 |
| High (YTD): |
2024-07-26 |
9.25 |
| Low (YTD): |
2024-07-10 |
1.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
459.03% |
| Volatility 6M: |
|
271.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
