Goldman Sachs Call 130 YUM 16.08.2024
/ DE000GJ0CS25
Goldman Sachs Call 130 YUM 16.08..../ DE000GJ0CS25 /
| 11/07/2024 09:52:12 |
Chg.- |
Bid09:00:13 |
Ask09:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
- |
0.310
Bid Size: 10,000 |
-
Ask Size: - |
Yum Brands Inc |
130.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
GJ0CS2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
08/07/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.14 |
| Parity: |
-0.08 |
| Time value: |
0.38 |
| Break-even: |
123.82 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.07 |
| Spread %: |
22.44% |
| Delta: |
0.50 |
| Theta: |
-0.06 |
| Omega: |
15.70 |
| Rho: |
0.06 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
