Goldman Sachs Call 120 CFR 15.11.2024
/ DE000GJ3HDK4
Goldman Sachs Call 120 CFR 15.11..../ DE000GJ3HDK4 /
| 2024-11-12 5:47:09 PM |
Chg.-0.240 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-85.71% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
120.00 CHF |
2024-11-15 |
Call |
Master data
| WKN: |
GJ3HDK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-09 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.29 |
| Parity: |
0.05 |
| Time value: |
0.20 |
| Break-even: |
130.37 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
5.36 |
| Spread abs.: |
0.05 |
| Spread %: |
25.00% |
| Delta: |
0.55 |
| Theta: |
-0.37 |
| Omega: |
28.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-94.94% |
| 1 Month |
|
|
-97.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.280 |
| 1M High / 1M Low: |
1.230 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.573 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
