Goldman Sachs Call 90 SO 20.06.20.../  DE000GG8UEV4  /

EUWAX
09/08/2024  09:47:18 Chg.-0.040 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.480EUR -7.69% -
Bid Size: -
-
Ask Size: -
Southern Co 90.00 USD 20/06/2025 Call
 

Master data

WKN: GG8UEV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Southern Co
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 20/06/2025
Issue date: 30/05/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.73
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -0.29
Time value: 0.54
Break-even: 87.85
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 10.20%
Delta: 0.52
Theta: -0.01
Omega: 7.71
Rho: 0.31
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+166.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.480
1M High / 1M Low: 0.570 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -