Goldman Sachs Call 20 ENR 17.05.2024
/ DE000GG41X18
Goldman Sachs Call 20 ENR 17.05.2.../ DE000GG41X18 /
2024-05-06 10:58:32 AM |
Chg.+0.010 |
Bid5:35:08 PM |
Ask5:35:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
+17.86% |
0.070 Bid Size: 20,000 |
0.120 Ask Size: 20,000 |
SIEMENS ENERGY AG NA... |
20.00 EUR |
2024-05-17 |
Call |
Master data
WKN: |
GG41X1 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SIEMENS ENERGY AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
2024-05-17 |
Issue date: |
2024-02-22 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.86 |
Historic volatility: |
0.67 |
Parity: |
-0.02 |
Time value: |
0.11 |
Break-even: |
21.09 |
Moneyness: |
0.99 |
Premium: |
0.07 |
Premium p.a.: |
7.40 |
Spread abs.: |
0.07 |
Spread %: |
159.52% |
Delta: |
0.50 |
Theta: |
-0.05 |
Omega: |
9.14 |
Rho: |
0.00 |
Quote data
Open: |
0.066 |
High: |
0.066 |
Low: |
0.066 |
Previous Close: |
0.056 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+57.14% |
1 Month |
|
|
+127.59% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.056 |
0.042 |
1M High / 1M Low: |
0.056 |
0.012 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.047 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
577.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |