Goldman Sachs Call 114 SREN 20.09.2024
/ DE000GJ30CZ3
Goldman Sachs Call 114 SREN 20.09.../ DE000GJ30CZ3 /
| 9/5/2024 10:07:11 AM |
Chg.+0.150 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+39.47% |
-
Bid Size: - |
-
Ask Size: - |
SWISS RE N |
114.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
GJ30CZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
114.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
8/29/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
0.14 |
| Time value: |
0.37 |
| Break-even: |
126.65 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.05 |
| Spread %: |
10.78% |
| Delta: |
0.58 |
| Theta: |
-0.15 |
| Omega: |
13.80 |
| Rho: |
0.03 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.19% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.330 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
