Goldman Sachs Call 24 LXS 20.09.2024
/ DE000GG2DZ03
Goldman Sachs Call 24 LXS 20.09.2.../ DE000GG2DZ03 /
| 8/15/2024 1:24:18 PM |
Chg.+0.004 |
Bid2:25:42 PM |
Ask2:25:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
+8.00% |
0.053
Bid Size: 30,000 |
0.063
Ask Size: 10,000 |
LANXESS AG |
24.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/12/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.39 |
| Parity: |
-0.11 |
| Time value: |
0.07 |
| Break-even: |
24.74 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.04 |
| Spread %: |
111.43% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
12.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.053 |
| High: |
0.054 |
| Low: |
0.053 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-22.86% |
| 3 Months |
|
|
-88.26% |
| 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: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
932.89% |
| Volatility 6M: |
|
421.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
