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: |
|
- |