Goldman Sachs Call 340 HD 15.11.2024
/ DE000GJ0A7Y7
Goldman Sachs Call 340 HD 15.11.2.../ DE000GJ0A7Y7 /
| 06/11/2024 09:35:33 |
Chg.- |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.20EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Home Depot Inc |
340.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
GJ0A7Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
05/07/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.53 |
| Intrinsic value: |
4.51 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.19 |
| Parity: |
4.51 |
| Time value: |
0.25 |
| Break-even: |
364.42 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.15 |
| Spread %: |
3.25% |
| Delta: |
0.89 |
| Theta: |
-0.51 |
| Omega: |
6.77 |
| Rho: |
0.06 |
Quote data
| Open: |
6.20 |
| High: |
6.20 |
| Low: |
6.20 |
| Previous Close: |
5.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.50% |
| 1 Month |
|
|
-2.97% |
| 3 Months |
|
|
+102.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.20 |
4.98 |
| 1M High / 1M Low: |
7.49 |
4.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
