Goldman Sachs Call 120 TGT 20.12.2024
/ DE000GJ1YLV3
Goldman Sachs Call 120 TGT 20.12..../ DE000GJ1YLV3 /
2024-10-18 10:53:05 AM |
Chg.-0.28 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.43EUR |
-7.55% |
- Bid Size: - |
- Ask Size: - |
Target Corp |
120.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
GJ1YLV |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Target Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-08-08 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.39 |
Intrinsic value: |
3.31 |
Implied volatility: |
0.52 |
Historic volatility: |
0.31 |
Parity: |
3.31 |
Time value: |
0.21 |
Break-even: |
146.01 |
Moneyness: |
1.30 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
2.92% |
Delta: |
0.91 |
Theta: |
-0.05 |
Omega: |
3.72 |
Rho: |
0.17 |
Quote data
Open: |
3.43 |
High: |
3.43 |
Low: |
3.43 |
Previous Close: |
3.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.46% |
1 Month |
|
|
+11.73% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.84 |
3.58 |
1M High / 1M Low: |
3.84 |
2.81 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.69 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |