Goldman Sachs Call 116 XOM 15.11.2024
/ DE000GJ5TCF6
Goldman Sachs Call 116 XOM 15.11..../ DE000GJ5TCF6 /
| 2024-10-31 10:56:56 AM |
Chg.-0.060 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
Exxon Mobil Corp |
116.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
GJ5TCF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Exxon Mobil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-23 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.06 |
| Time value: |
0.25 |
| Break-even: |
109.96 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
6.83% |
| Delta: |
0.56 |
| Theta: |
-0.10 |
| Omega: |
19.15 |
| Rho: |
0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.340 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| 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: |
|
- |
