Goldman Sachs Call 78 SO 19.07.2024
/ DE000GG91ND5
Goldman Sachs Call 78 SO 19.07.20.../ DE000GG91ND5 /
| 2024-07-12 10:32:48 AM |
Chg.+0.100 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+90.91% |
-
Bid Size: - |
-
Ask Size: - |
Southern Co |
78.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
GG91ND |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Southern Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
0.18 |
| Time value: |
0.07 |
| Break-even: |
74.04 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.05 |
| Spread %: |
24.75% |
| Delta: |
0.71 |
| Theta: |
-0.11 |
| Omega: |
20.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+110.00% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.080 |
| 1M High / 1M Low: |
0.230 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
459.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
