Goldman Sachs Call 90 SO 18.10.2024
/ DE000GJ3H953
Goldman Sachs Call 90 SO 18.10.20.../ DE000GJ3H953 /
| 2024-10-16 5:04:40 PM |
Chg.+0.040 |
Bid6:51:01 PM |
Ask6:51:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+36.36% |
0.180
Bid Size: 10,000 |
0.210
Ask Size: 10,000 |
Southern Co |
90.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
GJ3H95 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Southern Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-09-09 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.15 |
| Parity: |
0.07 |
| Time value: |
0.08 |
| Break-even: |
84.20 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
5.34 |
| Spread abs.: |
0.05 |
| Spread %: |
50.00% |
| Delta: |
0.60 |
| Theta: |
-0.28 |
| Omega: |
33.30 |
| Rho: |
0.00 |
Quote data
| Open: |
0.090 |
| High: |
0.150 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+150.00% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.018 |
| 1M High / 1M Low: |
0.210 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
904.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
