Goldman Sachs Call 75 SRE 17.01.2025
/ DE000GG96FE8
Goldman Sachs Call 75 SRE 17.01.2.../ DE000GG96FE8 /
| 06/11/2024 09:27:05 |
Chg.- |
Bid11:36:14 |
Ask11:36:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
- |
1.430
Bid Size: 5,000 |
1.580
Ask Size: 5,000 |
Sempra |
75.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG96FE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
06/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.18 |
| Parity: |
1.37 |
| Time value: |
0.22 |
| Break-even: |
85.37 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
10.42% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
4.35 |
| Rho: |
0.10 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
+42.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.680 |
| 1M High / 1M Low: |
1.160 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.939 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
