Goldman Sachs Call 140 YUM 17.01.2025
/ DE000GG6GQU3
Goldman Sachs Call 140 YUM 17.01..../ DE000GG6GQU3 /
15/10/2024 16:07:18 |
Chg.-0.050 |
Bid17:57:13 |
Ask17:57:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-17.24% |
0.290 Bid Size: 30,000 |
0.300 Ask Size: 30,000 |
Yum Brands Inc |
140.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
GG6GQU |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
05/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
37.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.14 |
Parity: |
-0.49 |
Time value: |
0.33 |
Break-even: |
131.64 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.06 |
Spread %: |
20.80% |
Delta: |
0.40 |
Theta: |
-0.03 |
Omega: |
14.88 |
Rho: |
0.12 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.240 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.14% |
1 Month |
|
|
-31.43% |
3 Months |
|
|
-44.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.280 |
1M High / 1M Low: |
0.580 |
0.150 |
6M High / 6M Low: |
1.180 |
0.150 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.320 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.362 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.571 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
406.91% |
Volatility 6M: |
|
229.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |