Goldman Sachs Call 800 BLK 16.01.2026
/ DE000GG24E87
Goldman Sachs Call 800 BLK 16.01..../ DE000GG24E87 /
| 2024-12-23 10:21:27 AM |
Chg.+0.14 |
Bid7:45:30 PM |
Ask7:45:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
+5.47% |
2.71
Bid Size: 30,000 |
2.73
Ask Size: 30,000 |
BlackRock Inc |
800.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG24E8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2026-01-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
2.19 |
| Time value: |
0.61 |
| Break-even: |
1,046.77 |
| Moneyness: |
1.29 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.83 |
| Theta: |
-0.16 |
| Omega: |
2.93 |
| Rho: |
5.75 |
Quote data
| Open: |
2.70 |
| High: |
2.70 |
| Low: |
2.70 |
| Previous Close: |
2.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.40% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
+60.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.98 |
2.56 |
| 1M High / 1M Low: |
3.09 |
2.56 |
| 6M High / 6M Low: |
3.09 |
0.94 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
294.60 |
| Avg. price 1M: |
|
2.77 |
| Avg. volume 1M: |
|
145.95 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
297.63 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.08% |
| Volatility 6M: |
|
75.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
