Goldman Sachs Call 78 SO 19.07.2024
/ DE000GG91ND5
Goldman Sachs Call 78 SO 19.07.20.../ DE000GG91ND5 /
12/07/2024 10:32:48 |
Chg.+0.100 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+90.91% |
- Bid Size: - |
- Ask Size: - |
Southern Co |
78.00 USD |
19/07/2024 |
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: |
19/07/2024 |
Issue date: |
04/06/2024 |
Last trading day: |
18/07/2024 |
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: |
|
- |