Goldman Sachs Call 120 BEI 15.11.2024
/ DE000GJ47CF9
Goldman Sachs Call 120 BEI 15.11..../ DE000GJ47CF9 /
| 10/10/2024 3:21:14 PM |
Chg.-0.10 |
Bid4:09:17 PM |
Ask4:09:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
-7.14% |
1.31
Bid Size: 10,000 |
1.36
Ask Size: 3,000 |
BEIERSDORF AG O.N. |
120.00 EUR |
11/15/2024 |
Call |
Master data
| WKN: |
GJ47CF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
11/15/2024 |
| Issue date: |
9/23/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.15 |
| Parity: |
1.32 |
| Time value: |
0.38 |
| Break-even: |
136.90 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.42 |
| Spread %: |
33.07% |
| Delta: |
0.76 |
| Theta: |
-0.10 |
| Omega: |
6.02 |
| Rho: |
0.08 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.30 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.26 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
