Goldman Sachs Call 800 URI 20.09.2024
/ DE000GG19SW5
Goldman Sachs Call 800 URI 20.09..../ DE000GG19SW5 /
| 9/2/2024 9:43:16 AM |
Chg.+0.010 |
Bid3:49:55 PM |
Ask3:49:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.390
Bid Size: 10,000 |
0.890
Ask Size: 200 |
United Rentals |
800.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GG19SW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
-5.32 |
| Time value: |
0.92 |
| Break-even: |
733.53 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
5.06 |
| Spread abs.: |
0.50 |
| Spread %: |
119.05% |
| Delta: |
0.24 |
| Theta: |
-0.60 |
| Omega: |
17.76 |
| Rho: |
0.08 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.10% |
| 1 Month |
|
|
-61.76% |
| 3 Months |
|
|
-66.38% |
| YTD |
|
|
-75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.380 |
| 1M High / 1M Low: |
1.020 |
0.350 |
| 6M High / 6M Low: |
4.750 |
0.350 |
| High (YTD): |
3/22/2024 |
4.750 |
| Low (YTD): |
8/21/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.786 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.95% |
| Volatility 6M: |
|
380.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
