Goldman Sachs Call 40 FIE 15.11.2024
/ DE000GJ2N3G6
Goldman Sachs Call 40 FIE 15.11.2.../ DE000GJ2N3G6 /
| 11/5/2024 10:16:02 AM |
Chg.-0.030 |
Bid11:06:05 AM |
Ask11:06:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-11.54% |
0.220
Bid Size: 30,000 |
0.240
Ask Size: 30,000 |
FIELMANN GROUP AG O.... |
40.00 EUR |
11/15/2024 |
Call |
Master data
| WKN: |
GJ2N3G |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FIELMANN GROUP AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
11/15/2024 |
| Issue date: |
8/22/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.23 |
| Parity: |
0.21 |
| Time value: |
0.11 |
| Break-even: |
43.19 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.05 |
| Spread %: |
18.59% |
| Delta: |
0.68 |
| Theta: |
-0.09 |
| Omega: |
9.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-71.95% |
| 1 Month |
|
|
-62.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.260 |
| 1M High / 1M Low: |
0.820 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
