Goldman Sachs Call 130 YUM 17.01.2025
/ DE000GQ9KAE5
Goldman Sachs Call 130 YUM 17.01..../ DE000GQ9KAE5 /
| 19/11/2024 09:00:35 |
Chg.+0.030 |
Bid18:08:20 |
Ask18:08:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+5.00% |
0.550
Bid Size: 30,000 |
0.560
Ask Size: 30,000 |
Yum Brands Inc |
130.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
25/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
0.38 |
| Time value: |
0.26 |
| Break-even: |
129.10 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
13.65 |
| Rho: |
0.13 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.86% |
| 1 Month |
|
|
-14.86% |
| 3 Months |
|
|
-42.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.600 |
| 1M High / 1M Low: |
0.900 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.733 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
