Goldman Sachs Call 80 SO 20.06.2025
/ DE000GG8PBS6
Goldman Sachs Call 80 SO 20.06.20.../ DE000GG8PBS6 /
| 16/10/2024 15:07:51 |
Chg.+0.07 |
Bid21:58:00 |
Ask21:58:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
+5.98% |
1.35
Bid Size: 5,000 |
1.40
Ask Size: 5,000 |
Southern Co |
80.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
GG8PBS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Southern Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.98 |
| Time value: |
0.29 |
| Break-even: |
86.21 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
4.10% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
5.50 |
| Rho: |
0.39 |
Quote data
| Open: |
1.21 |
| High: |
1.24 |
| Low: |
1.21 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.71% |
| 1 Month |
|
|
+9.73% |
| 3 Months |
|
|
+110.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.06 |
| 1M High / 1M Low: |
1.29 |
1.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
