Goldman Sachs Call 120 YUM 17.01.2025
/ DE000GJ1CD05
Goldman Sachs Call 120 YUM 17.01..../ DE000GJ1CD05 /
14/08/2024 09:30:56 |
Chg.+0.11 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.90EUR |
+6.15% |
- Bid Size: - |
- Ask Size: - |
Yum Brands Inc |
120.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
GJ1CD0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
26/07/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.79 |
Intrinsic value: |
1.60 |
Implied volatility: |
0.28 |
Historic volatility: |
0.15 |
Parity: |
1.60 |
Time value: |
0.40 |
Break-even: |
129.13 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.10 |
Spread %: |
5.26% |
Delta: |
0.82 |
Theta: |
-0.03 |
Omega: |
5.16 |
Rho: |
0.36 |
Quote data
Open: |
1.90 |
High: |
1.90 |
Low: |
1.90 |
Previous Close: |
1.79 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.26% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.93 |
1.79 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.87 |
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: |
|
- |