Goldman Sachs Call 140 CFR 17.01.2025
/ DE000GJ6AVH0
Goldman Sachs Call 140 CFR 17.01..../ DE000GJ6AVH0 /
| 2024-12-20 9:24:58 AM |
Chg.-0.040 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
140.00 CHF |
2025-01-17 |
Call |
Master data
| WKN: |
GJ6AVH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 CHF |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-10-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.59 |
| Time value: |
0.34 |
| Break-even: |
153.69 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.05 |
| Spread %: |
17.36% |
| Delta: |
0.37 |
| Theta: |
-0.10 |
| Omega: |
15.69 |
| Rho: |
0.04 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.43% |
| 1 Month |
|
|
+224.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.240 |
| 1M High / 1M Low: |
0.360 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
441.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
