Goldman Sachs Call 38 FCX 15.11.2024
/ DE000GJ3SKB5
Goldman Sachs Call 38 FCX 15.11.2.../ DE000GJ3SKB5 /
| 2024-10-31 11:27:08 AM |
Chg.-0.090 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
Freeport McMoRan Inc |
38.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
GJ3SKB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Freeport McMoRan Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-13 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.33 |
| Parity: |
0.73 |
| Time value: |
0.04 |
| Break-even: |
42.70 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
4.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.21% |
| 1 Month |
|
|
-44.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.800 |
| 1M High / 1M Low: |
1.290 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
