Goldman Sachs Call 22 LXS 20.12.2024
/ DE000GG4J6F1
Goldman Sachs Call 22 LXS 20.12.2.../ DE000GG4J6F1 /
| 15/08/2024 18:27:51 |
Chg.+0.030 |
Bid18:28:20 |
Ask18:28:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+12.00% |
0.280
Bid Size: 20,000 |
0.350
Ask Size: 20,000 |
LANXESS AG |
22.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
GG4J6F |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.39 |
| Parity: |
0.09 |
| Time value: |
0.24 |
| Break-even: |
25.25 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.09 |
| Spread %: |
37.71% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
4.42 |
| Rho: |
0.04 |
Quote data
| Open: |
0.280 |
| High: |
0.300 |
| Low: |
0.270 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.74% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
-58.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.230 |
| 1M High / 1M Low: |
0.530 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
