Goldman Sachs Call 380 HD 15.11.2024
/ DE000GJ10H04
Goldman Sachs Call 380 HD 15.11.2.../ DE000GJ10H04 /
8/28/2024 10:49:07 AM |
Chg.-0.05 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.25EUR |
-3.85% |
- Bid Size: - |
- Ask Size: - |
Home Depot Inc |
380.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
GJ10H0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
7/19/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
-0.61 |
Time value: |
1.30 |
Break-even: |
352.98 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.05 |
Spread %: |
4.00% |
Delta: |
0.48 |
Theta: |
-0.11 |
Omega: |
12.44 |
Rho: |
0.32 |
Quote data
Open: |
1.25 |
High: |
1.25 |
Low: |
1.25 |
Previous Close: |
1.30 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.17% |
1 Month |
|
|
+13.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.40 |
1.04 |
1M High / 1M Low: |
1.55 |
0.65 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
294.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |