Goldman Sachs Call 24 LXS 20.09.2024
/ DE000GG2DZ03
Goldman Sachs Call 24 LXS 20.09.2.../ DE000GG2DZ03 /
16/08/2024 18:19:35 |
Chg.+0.020 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
+33.33% |
- Bid Size: - |
- Ask Size: - |
LANXESS AG |
24.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
GG2DZ0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
12/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.39 |
Parity: |
-0.07 |
Time value: |
0.11 |
Break-even: |
25.07 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.06 |
Spread %: |
143.18% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
10.05 |
Rho: |
0.01 |
Quote data
Open: |
0.083 |
High: |
0.100 |
Low: |
0.080 |
Previous Close: |
0.060 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.59% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
-83.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.073 |
0.050 |
1M High / 1M Low: |
0.270 |
0.037 |
6M High / 6M Low: |
0.600 |
0.037 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.126 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.279 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
933.84% |
Volatility 6M: |
|
422.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |