Goldman Sachs Call 140 YUM 20.06.2025
/ DE000GG7CJL4
Goldman Sachs Call 140 YUM 20.06..../ DE000GG7CJL4 /
| 18/09/2024 10:13:10 |
Chg.-0.110 |
Bid14:47:33 |
Ask14:47:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-15.07% |
0.620
Bid Size: 10,000 |
0.720
Ask Size: 10,000 |
Yum Brands Inc |
140.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
GG7CJL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
24/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-0.69 |
| Time value: |
0.70 |
| Break-even: |
132.88 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
16.67% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
7.97 |
| Rho: |
0.37 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
-34.04% |
| 3 Months |
|
|
-40.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.680 |
| 1M High / 1M Low: |
0.910 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
