Goldman Sachs Call 66 SRE 21.06.2024
/ DE000GG7A861
Goldman Sachs Call 66 SRE 21.06.2.../ DE000GG7A861 /
| 31/05/2024 17:34:08 |
Chg.+0.110 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+13.58% |
-
Bid Size: - |
-
Ask Size: - |
Sempra |
66.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
GG7A86 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.17 |
| Parity: |
1.02 |
| Time value: |
0.07 |
| Break-even: |
71.74 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
4.81% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
5.75 |
| Rho: |
0.03 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.16% |
| 1 Month |
|
|
+37.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.790 |
| 1M High / 1M Low: |
1.180 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.952 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
