Goldman Sachs Call 11 VVU 18.10.2024
/ DE000GJ1R7W1
Goldman Sachs Call 11 VVU 18.10.2.../ DE000GJ1R7W1 /
9/6/2024 10:56:58 AM |
Chg.-0.001 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.016EUR |
-5.88% |
- Bid Size: - |
- Ask Size: - |
VIVENDI SE INH. E... |
11.00 EUR |
10/18/2024 |
Call |
Master data
WKN: |
GJ1R7W |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
VIVENDI SE INH. EO 5,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 EUR |
Maturity: |
10/18/2024 |
Issue date: |
8/5/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
27.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.21 |
Parity: |
-0.08 |
Time value: |
0.04 |
Break-even: |
11.37 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
1.57 |
Spread abs.: |
0.02 |
Spread %: |
117.65% |
Delta: |
0.36 |
Theta: |
-0.01 |
Omega: |
9.91 |
Rho: |
0.00 |
Quote data
Open: |
0.016 |
High: |
0.016 |
Low: |
0.016 |
Previous Close: |
0.017 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.79% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.019 |
0.015 |
1M High / 1M Low: |
0.019 |
0.008 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.013 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |