Goldman Sachs Call 220 WM 15.11.2024
/ DE000GJ4A6L2
Goldman Sachs Call 220 WM 15.11.2.../ DE000GJ4A6L2 /
08/10/2024 10:30:39 |
Chg.-0.040 |
Bid14:10:10 |
Ask14:10:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-21.05% |
0.160 Bid Size: 10,000 |
0.210 Ask Size: 10,000 |
Waste Management |
220.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
GJ4A6L |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
24/09/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
92.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.16 |
Parity: |
-1.33 |
Time value: |
0.20 |
Break-even: |
202.50 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
1.13 |
Spread abs.: |
0.05 |
Spread %: |
32.68% |
Delta: |
0.23 |
Theta: |
-0.07 |
Omega: |
21.31 |
Rho: |
0.04 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.05% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.190 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.206 |
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: |
|
- |