Goldman Sachs Call 380 CI 15.11.2024
/ DE000GJ3EUE8
Goldman Sachs Call 380 CI 15.11.2.../ DE000GJ3EUE8 /
| 15/10/2024 10:27:00 |
Chg.+0.030 |
Bid10:46:38 |
Ask10:46:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+10.71% |
-
Bid Size: - |
-
Ask Size: - |
Cigna Group |
380.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
GJ3EUE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
06/09/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-2.62 |
| Time value: |
0.62 |
| Break-even: |
354.54 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
2.09 |
| Spread abs.: |
0.30 |
| Spread %: |
93.75% |
| Delta: |
0.28 |
| Theta: |
-0.21 |
| Omega: |
14.57 |
| Rho: |
0.07 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.00% |
| 1 Month |
|
|
-64.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.200 |
| 1M High / 1M Low: |
1.090 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
