Goldman Sachs Call 10 BOY 20.12.2024
/ DE000GZ6LAJ7
Goldman Sachs Call 10 BOY 20.12.2.../ DE000GZ6LAJ7 /
2024-11-12 5:56:38 PM |
Chg.-0.035 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.053EUR |
-39.77% |
- Bid Size: - |
- Ask Size: - |
BCO BIL.VIZ.ARG.NOM.... |
10.00 - |
2024-12-20 |
Call |
Master data
WKN: |
GZ6LAJ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-06 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
87.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-0.88 |
Time value: |
0.10 |
Break-even: |
10.10 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
1.66 |
Spread abs.: |
0.03 |
Spread %: |
40.54% |
Delta: |
0.21 |
Theta: |
0.00 |
Omega: |
18.21 |
Rho: |
0.00 |
Quote data
Open: |
0.053 |
High: |
0.053 |
Low: |
0.053 |
Previous Close: |
0.088 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-81.07% |
1 Month |
|
|
-75.91% |
3 Months |
|
|
-79.62% |
YTD |
|
|
-76.96% |
1 Year |
|
|
-77.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.088 |
1M High / 1M Low: |
0.280 |
0.088 |
6M High / 6M Low: |
0.920 |
0.088 |
High (YTD): |
2024-04-29 |
1.620 |
Low (YTD): |
2024-11-11 |
0.088 |
52W High: |
2024-04-29 |
1.620 |
52W Low: |
2024-11-11 |
0.088 |
Avg. price 1W: |
|
0.157 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.163 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.415 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.517 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
348.85% |
Volatility 6M: |
|
253.60% |
Volatility 1Y: |
|
221.86% |
Volatility 3Y: |
|
- |