Goldman Sachs Call 145 BA 15.11.2024
/ DE000GJ64NM7
Goldman Sachs Call 145 BA 15.11.2.../ DE000GJ64NM7 /
12/11/2024 16:24:05 |
Chg.-0.043 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
-58.11% |
- Bid Size: - |
- Ask Size: - |
Boeing Company |
145.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
GJ64NM |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Boeing Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
05/11/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.57 |
Historic volatility: |
0.31 |
Parity: |
0.04 |
Time value: |
0.01 |
Break-even: |
141.08 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
2.32 |
Spread abs.: |
0.01 |
Spread %: |
10.87% |
Delta: |
0.71 |
Theta: |
-0.42 |
Omega: |
19.44 |
Rho: |
0.01 |
Quote data
Open: |
0.031 |
High: |
0.031 |
Low: |
0.031 |
Previous Close: |
0.074 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-61.25% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.086 |
0.070 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |