Goldman Sachs Call 40 SGE 20.12.2024
/ DE000GZ69832
Goldman Sachs Call 40 SGE 20.12.2.../ DE000GZ69832 /
2024-06-07 9:44:21 AM |
Chg.-0.001 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
-7.69% |
0.012 Bid Size: 100,000 |
0.017 Ask Size: 100,000 |
STE GENERALE INH. EO... |
40.00 - |
2024-12-20 |
Call |
Master data
WKN: |
GZ6983 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
STE GENERALE INH. EO 1,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2022-12-30 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
81.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.23 |
Parity: |
-1.40 |
Time value: |
0.03 |
Break-even: |
40.32 |
Moneyness: |
0.65 |
Premium: |
0.55 |
Premium p.a.: |
1.26 |
Spread abs.: |
0.02 |
Spread %: |
166.67% |
Delta: |
0.10 |
Theta: |
0.00 |
Omega: |
8.19 |
Rho: |
0.01 |
Quote data
Open: |
0.012 |
High: |
0.012 |
Low: |
0.012 |
Previous Close: |
0.013 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
+71.43% |
3 Months |
|
|
+50.00% |
YTD |
|
|
-36.84% |
1 Year |
|
|
-63.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.013 |
1M High / 1M Low: |
0.021 |
0.007 |
6M High / 6M Low: |
0.022 |
0.007 |
High (YTD): |
2024-01-09 |
0.022 |
Low (YTD): |
2024-05-07 |
0.007 |
52W High: |
2023-08-30 |
0.048 |
52W Low: |
2024-05-07 |
0.007 |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.016 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.013 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.021 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
193.13% |
Volatility 6M: |
|
189.64% |
Volatility 1Y: |
|
158.73% |
Volatility 3Y: |
|
- |