Goldman Sachs Call 75 SRE 17.01.2025
/ DE000GG96FE8
Goldman Sachs Call 75 SRE 17.01.2.../ DE000GG96FE8 /
8/30/2024 9:51:23 AM |
Chg.-0.010 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-1.25% |
- Bid Size: - |
- Ask Size: - |
Sempra |
75.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
6/6/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.65 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
0.65 |
Time value: |
0.19 |
Break-even: |
76.29 |
Moneyness: |
1.10 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
3.70% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
7.24 |
Rho: |
0.20 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.25% |
1 Month |
|
|
+1.28% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.790 |
1M High / 1M Low: |
0.830 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.729 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |