Goldman Sachs Call 8500 CAC 40 20.03.2026
/ DE000GG5UG02
Goldman Sachs Call 8500 CAC 40 20.../ DE000GG5UG02 /
| 2024-07-26 8:23:00 AM |
Chg.+0.04 |
Bid10:28:05 AM |
Ask10:28:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+1.79% |
2.41
Bid Size: 20,000 |
2.46
Ask Size: 5,000 |
- |
8,500.00 EUR |
2026-03-20 |
Call |
Master data
| WKN: |
GG5UG0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8,500.00 EUR |
| Maturity: |
2026-03-20 |
| Issue date: |
2024-03-27 |
| Last trading day: |
2026-03-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
32.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.12 |
| Parity: |
-10.73 |
| Time value: |
2.27 |
| Break-even: |
8,727.00 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
2.25% |
| Delta: |
0.33 |
| Theta: |
-0.56 |
| Omega: |
10.93 |
| Rho: |
37.15 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.50% |
| 1 Month |
|
|
-33.04% |
| 3 Months |
|
|
-57.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.23 |
| 1M High / 1M Low: |
3.57 |
2.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
