Goldman Sachs Call 320 AMGN 18.10.2024
/ DE000GJ0CUD0
Goldman Sachs Call 320 AMGN 18.10.../ DE000GJ0CUD0 /
| 09/09/2024 09:13:19 |
Chg.-0.10 |
Bid11:39:47 |
Ask11:39:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-8.13% |
1.13
Bid Size: 3,000 |
1.20
Ask Size: 3,000 |
Amgen Inc |
320.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
GJ0CUD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
08/07/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.05 |
| Time value: |
1.07 |
| Break-even: |
299.83 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.05 |
| Spread %: |
4.67% |
| Delta: |
0.54 |
| Theta: |
-0.15 |
| Omega: |
14.00 |
| Rho: |
0.16 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.89% |
| 1 Month |
|
|
-19.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.23 |
| 1M High / 1M Low: |
1.91 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
