Goldman Sachs Call 1200 ASME 20.09.2024
/ DE000GG24JH5
Goldman Sachs Call 1200 ASME 20.0.../ DE000GG24JH5 /
| 2024-07-11 10:20:25 AM |
Chg.+0.25 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+27.78% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
1,200.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
GG24JH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
72.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-19.80 |
| Time value: |
1.39 |
| Break-even: |
1,213.90 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.30 |
| Spread %: |
27.52% |
| Delta: |
0.17 |
| Theta: |
-0.31 |
| Omega: |
12.15 |
| Rho: |
0.30 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
0.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.49% |
| 1 Month |
|
|
+7.48% |
| 3 Months |
|
|
-22.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.90 |
| 1M High / 1M Low: |
1.41 |
0.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
