Goldman Sachs Call 250 HM/B 18.06.2026
/ DE000GJ0Y764
Goldman Sachs Call 250 HM/B 18.06.../ DE000GJ0Y764 /
11/12/2024 6:07:01 PM |
Chg.-0.020 |
Bid7:27:59 PM |
Ask7:27:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-4.76% |
0.400 Bid Size: 10,000 |
0.500 Ask Size: 3,000 |
Hennes & Mauritz AB,... |
250.00 SEK |
6/18/2026 |
Call |
Master data
WKN: |
GJ0Y76 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Hennes & Mauritz AB, H & M ser. B |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 SEK |
Maturity: |
6/18/2026 |
Issue date: |
7/18/2024 |
Last trading day: |
6/17/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.35 |
Parity: |
-7.83 |
Time value: |
0.50 |
Break-even: |
22.05 |
Moneyness: |
0.64 |
Premium: |
0.61 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.10 |
Spread %: |
25.13% |
Delta: |
0.20 |
Theta: |
0.00 |
Omega: |
5.49 |
Rho: |
0.04 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.37% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-43.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.420 |
1M High / 1M Low: |
0.750 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.460 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.585 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |