Goldman Sachs Call 220 AMZN 15.01.2027
/ DE000GJ17YQ3
Goldman Sachs Call 220 AMZN 15.01.../ DE000GJ17YQ3 /
| 11/11/2024 09:47:13 |
Chg.- |
Bid11:23:46 |
Ask11:23:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
- |
3.94
Bid Size: 100,000 |
3.95
Ask Size: 100,000 |
Amazon.com Inc |
220.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
GJ17YQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
24/07/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-1.23 |
| Time value: |
3.98 |
| Break-even: |
246.12 |
| Moneyness: |
0.94 |
| Premium: |
0.27 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.76% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
2.95 |
| Rho: |
1.69 |
Quote data
| Open: |
4.09 |
| High: |
4.09 |
| Low: |
4.09 |
| Previous Close: |
4.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.46% |
| 1 Month |
|
|
+40.07% |
| 3 Months |
|
|
+100.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.09 |
3.26 |
| 1M High / 1M Low: |
4.09 |
2.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
