Goldman Sachs Call 250 FDX 15.11.2024
/ DE000GG9XN97
Goldman Sachs Call 250 FDX 15.11..../ DE000GG9XN97 /
03/09/2024 09:51:06 |
Chg.+0.03 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
4.72EUR |
+0.64% |
- Bid Size: - |
- Ask Size: - |
FedEx Corp |
250.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
GG9XN9 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
21/06/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.63 |
Intrinsic value: |
4.41 |
Implied volatility: |
0.34 |
Historic volatility: |
0.26 |
Parity: |
4.41 |
Time value: |
0.37 |
Break-even: |
273.69 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
1.06% |
Delta: |
0.90 |
Theta: |
-0.07 |
Omega: |
5.08 |
Rho: |
0.39 |
Quote data
Open: |
4.72 |
High: |
4.72 |
Low: |
4.72 |
Previous Close: |
4.69 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.03% |
1 Month |
|
|
+4.19% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.72 |
4.41 |
1M High / 1M Low: |
4.72 |
3.36 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |