Goldman Sachs Call 130 YUM 17.01.2025
/ DE000GQ9KAE5
Goldman Sachs Call 130 YUM 17.01..../ DE000GQ9KAE5 /
| 2024-08-08 9:21:16 AM |
Chg.+0.08 |
Bid10:11:16 AM |
Ask10:11:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+7.48% |
1.13
Bid Size: 10,000 |
1.23
Ask Size: 10,000 |
Yum Brands Inc |
130.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
GQ9KAE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.59 |
| Time value: |
0.59 |
| Break-even: |
130.77 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
7.31 |
| Rho: |
0.33 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.66% |
| 1 Month |
|
|
+55.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.92 |
| 1M High / 1M Low: |
1.10 |
0.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
