Goldman Sachs Call 11 BOY 20.12.2024
/ DE000GJ02KJ9
Goldman Sachs Call 11 BOY 20.12.2.../ DE000GJ02KJ9 /
08/10/2024 10:14:26 |
Chg.-0.009 |
Bid11:12:59 |
Ask11:12:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.071EUR |
-11.25% |
0.075 Bid Size: 10,000 |
0.095 Ask Size: 5,000 |
BCO BIL.VIZ.ARG.NOM.... |
11.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
GJ02KJ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
02/07/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
87.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.26 |
Parity: |
-1.35 |
Time value: |
0.11 |
Break-even: |
11.11 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.05 |
Spread %: |
74.60% |
Delta: |
0.18 |
Theta: |
0.00 |
Omega: |
15.58 |
Rho: |
0.00 |
Quote data
Open: |
0.071 |
High: |
0.071 |
Low: |
0.071 |
Previous Close: |
0.080 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.97% |
1 Month |
|
|
+31.48% |
3 Months |
|
|
-70.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.059 |
1M High / 1M Low: |
0.150 |
0.053 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.071 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
291.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |