Goldman Sachs Call 90 BIDU 16.08.2024
/ DE000GG9VA60
Goldman Sachs Call 90 BIDU 16.08..../ DE000GG9VA60 /
| 2024-07-26 9:53:07 AM |
Chg.-0.010 |
Bid5:50:24 PM |
Ask5:50:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-4.35% |
0.240
Bid Size: 50,000 |
0.250
Ask Size: 50,000 |
Baidu Inc |
90.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
GG9VA6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
-0.20 |
| Time value: |
0.22 |
| Break-even: |
85.15 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.01 |
| Spread %: |
3.27% |
| Delta: |
0.42 |
| Theta: |
-0.07 |
| Omega: |
15.45 |
| Rho: |
0.02 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.00% |
| 1 Month |
|
|
-48.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.230 |
| 1M High / 1M Low: |
1.260 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
678.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
