Goldman Sachs Call 1200 ASME 20.12.2024
/ DE000GG24JL7
Goldman Sachs Call 1200 ASME 20.1.../ DE000GG24JL7 /
| 16/08/2024 10:26:52 |
Chg.+0.120 |
Bid11:43:38 |
Ask11:43:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+33.33% |
0.490
Bid Size: 10,000 |
0.690
Ask Size: 500 |
ASML HOLDING EO -... |
1,200.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
GG24JL |
| 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: |
20/12/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
106.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
-36.80 |
| Time value: |
0.78 |
| Break-even: |
1,207.78 |
| Moneyness: |
0.69 |
| Premium: |
0.45 |
| Premium p.a.: |
1.94 |
| Spread abs.: |
0.30 |
| Spread %: |
62.76% |
| Delta: |
0.09 |
| Theta: |
-0.14 |
| Omega: |
9.74 |
| Rho: |
0.23 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.13% |
| 1 Month |
|
|
-83.51% |
| 3 Months |
|
|
-64.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.330 |
| 1M High / 1M Low: |
2.910 |
0.330 |
| 6M High / 6M Low: |
4.330 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.41% |
| Volatility 6M: |
|
258.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
