Goldman Sachs Call 240 TRV 18.10.2024
/ DE000GJ13T07
Goldman Sachs Call 240 TRV 18.10..../ DE000GJ13T07 /
02/08/2024 10:24:31 |
Chg.- |
Bid10:10:44 |
Ask10:10:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
- |
0.140 Bid Size: 10,000 |
0.240 Ask Size: 3,000 |
The Travelers Compan... |
240.00 USD |
18/10/2024 |
Call |
Master data
WKN: |
GJ13T0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
The Travelers Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
22/07/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
-2.33 |
Time value: |
0.35 |
Break-even: |
223.44 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.15 |
Spread %: |
75.76% |
Delta: |
0.24 |
Theta: |
-0.06 |
Omega: |
13.47 |
Rho: |
0.09 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.110 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.142 |
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: |
|
- |