Goldman Sachs Call 140 YUM 20.06.2025
/ DE000GG7CJL4
Goldman Sachs Call 140 YUM 20.06..../ DE000GG7CJL4 /
| 7/17/2024 10:39:54 AM |
Chg.-0.040 |
Bid12:43:09 PM |
Ask12:43:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-6.25% |
0.620
Bid Size: 10,000 |
0.720
Ask Size: 10,000 |
Yum Brands Inc |
140.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
4/24/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
-1.02 |
| Time value: |
0.78 |
| Break-even: |
136.22 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
14.71% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
6.87 |
| Rho: |
0.42 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-43.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.550 |
| 1M High / 1M Low: |
1.070 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| 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: |
|
137.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
