Goldman Sachs Call 80 SRE 19.07.2024
/ DE000GG5P8A9
Goldman Sachs Call 80 SRE 19.07.2.../ DE000GG5P8A9 /
| 2024-05-31 3:47:28 PM |
Chg.+0.012 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
+41.38% |
-
Bid Size: - |
-
Ask Size: - |
Sempra |
80.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
GG5P8A |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
-0.27 |
| Time value: |
0.10 |
| Break-even: |
74.71 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
44.78% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
23.70 |
| Rho: |
0.03 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.041 |
| Previous Close: |
0.029 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.33% |
| 1 Month |
|
|
-6.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.028 |
| 1M High / 1M Low: |
0.130 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
536.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
