Goldman Sachs Call 200 ILMN 20.12.2024
/ DE000GJ0TGA9
Goldman Sachs Call 200 ILMN 20.12.../ DE000GJ0TGA9 /
| 11/6/2024 10:39:38 AM |
Chg.- |
Bid7:07:06 PM |
Ask7:07:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
- |
0.020
Bid Size: 10,000 |
0.090
Ask Size: 10,000 |
Illumina Inc |
200.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
GJ0TGA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
162.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
-4.49 |
| Time value: |
0.09 |
| Break-even: |
187.23 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
9.79 |
| Spread abs.: |
0.07 |
| Spread %: |
411.76% |
| Delta: |
0.08 |
| Theta: |
-0.05 |
| Omega: |
13.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-78.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.037 |
| 1M High / 1M Low: |
0.090 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
