Goldman Sachs Call 175 AIL 19.07.2024
/ DE000GG7R0B0
Goldman Sachs Call 175 AIL 19.07..../ DE000GG7R0B0 /
| 03/06/2024 09:14:42 |
Chg.+0.160 |
Bid16:37:10 |
Ask16:37:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+19.05% |
1.070
Bid Size: 20,000 |
1.090
Ask Size: 20,000 |
AIR LIQUIDE INH. EO ... |
175.00 EUR |
19/07/2024 |
Call |
Master data
| WKN: |
GG7R0B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AIR LIQUIDE INH. EO 5,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.55 |
| Time value: |
0.48 |
| Break-even: |
185.30 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.20 |
| Spread %: |
24.10% |
| Delta: |
0.66 |
| Theta: |
-0.08 |
| Omega: |
11.62 |
| Rho: |
0.14 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.01% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.840 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
