Goldman Sachs Call 110 TJX 17.01.2025
/ DE000GG7AGM2
Goldman Sachs Call 110 TJX 17.01..../ DE000GG7AGM2 /
| 9/26/2024 10:06:33 AM |
Chg.- |
Bid10:56:32 AM |
Ask10:56:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
1.06
Bid Size: 3,000 |
-
Ask Size: - |
TJX Companies Inc |
110.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GG7AGM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/23/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.72 |
| Time value: |
0.31 |
| Break-even: |
108.72 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.96% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
7.77 |
| Rho: |
0.21 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.83% |
| 1 Month |
|
|
-17.69% |
| 3 Months |
|
|
+27.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
1.00 |
| 1M High / 1M Low: |
1.30 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
