Goldman Sachs Call 125 YUM 20.09.2024
/ DE000GJ15MR0
Goldman Sachs Call 125 YUM 20.09..../ DE000GJ15MR0 /
| 8/8/2024 9:28:22 AM |
Chg.0.00 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
0.00% |
1.22
Bid Size: 10,000 |
1.24
Ask Size: 10,000 |
Yum Brands Inc |
125.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GJ15MR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/23/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
1.05 |
| Time value: |
0.13 |
| Break-even: |
126.19 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
9.05 |
| Rho: |
0.11 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.44% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.86 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| 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: |
|
- |
