Goldman Sachs Call 120 TGT 20.12.2024
/ DE000GJ1YLV3
Goldman Sachs Call 120 TGT 20.12..../ DE000GJ1YLV3 /
| 9/17/2024 10:57:42 AM |
Chg.+0.12 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.15EUR |
+3.96% |
-
Bid Size: - |
-
Ask Size: - |
Target Corp |
120.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
2.95 |
| Time value: |
0.26 |
| Break-even: |
139.92 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
3.22% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
3.83 |
| Rho: |
0.23 |
Quote data
| Open: |
3.15 |
| High: |
3.15 |
| Low: |
3.15 |
| Previous Close: |
3.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
+31.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.15 |
2.73 |
| 1M High / 1M Low: |
3.88 |
2.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
