Goldman Sachs Call 150 CFR 19.06.2026
/ DE000GJ02N06
Goldman Sachs Call 150 CFR 19.06..../ DE000GJ02N06 /
| 2024-12-20 11:17:15 AM |
Chg.-0.01 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-0.79% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
150.00 CHF |
2026-06-19 |
Call |
Master data
| WKN: |
GJ02N0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 CHF |
| Maturity: |
2026-06-19 |
| Issue date: |
2024-07-02 |
| Last trading day: |
2026-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.30 |
| Parity: |
-1.66 |
| Time value: |
1.42 |
| Break-even: |
175.24 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
5.19% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
4.87 |
| Rho: |
0.82 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.08% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+93.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.26 |
| 1M High / 1M Low: |
1.41 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
