Goldman Sachs Call 15 ZAL 20.12.2024
/ DE000GG2HWC6
Goldman Sachs Call 15 ZAL 20.12.2.../ DE000GG2HWC6 /
| 08/11/2024 16:26:54 |
Chg.+0.11 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+9.91% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
15.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
GG2HWC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
16/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
2.07 |
| Historic volatility: |
0.44 |
| Parity: |
1.22 |
| Time value: |
0.15 |
| Break-even: |
28.70 |
| Moneyness: |
1.81 |
| Premium: |
0.06 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.23 |
| Spread %: |
20.18% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
1.76 |
| Rho: |
0.01 |
Quote data
| Open: |
1.19 |
| High: |
1.22 |
| Low: |
1.19 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.69% |
| 1 Month |
|
|
-15.86% |
| 3 Months |
|
|
+48.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.11 |
| 1M High / 1M Low: |
1.57 |
1.11 |
| 6M High / 6M Low: |
1.57 |
0.66 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.90% |
| Volatility 6M: |
|
85.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
