Goldman Sachs Call 17 CBK 15.11.2024
/ DE000GJ4XD15
Goldman Sachs Call 17 CBK 15.11.2.../ DE000GJ4XD15 /
| 2024-11-01 10:55:32 AM |
Chg.- |
Bid9:19:50 PM |
Ask9:19:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
- |
0.240
Bid Size: 10,000 |
0.390
Ask Size: 5,000 |
COMMERZBANK AG |
17.00 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
GJ4XD1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-07 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.32 |
| Parity: |
-0.65 |
| Time value: |
0.41 |
| Break-even: |
17.41 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
7.01 |
| Spread abs.: |
0.15 |
| Spread %: |
58.14% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
14.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.240 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| 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: |
|
- |
