Goldman Sachs Call 80 SO 17.01.20.../  DE000GG8PBV0  /

EUWAX
12/07/2024  10:11:26 Chg.+0.080 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.420EUR +23.53% -
Bid Size: -
-
Ask Size: -
Southern Co 80.00 USD 17/01/2025 Call
 

Master data

WKN: GG8PBV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Southern Co
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 17/01/2025
Issue date: 28/05/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.59
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: 0.00
Time value: 0.44
Break-even: 77.77
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 7.28%
Delta: 0.58
Theta: -0.01
Omega: 9.66
Rho: 0.20
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month  
+2.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.320
1M High / 1M Low: 0.450 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -