Goldman Sachs Call 400 LMT 20.09.2024
/ DE000GG33861
Goldman Sachs Call 400 LMT 20.09..../ DE000GG33861 /
| 04/09/2024 16:52:29 |
Chg.+0.78 |
Bid19:54:09 |
Ask19:54:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.97EUR |
+5.13% |
15.70
Bid Size: 5,000 |
15.80
Ask Size: 5,000 |
Lockheed Martin Corp |
400.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GG3386 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.19 |
| Intrinsic value: |
15.14 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.15 |
| Parity: |
15.14 |
| Time value: |
0.61 |
| Break-even: |
519.54 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.50 |
| Spread %: |
3.28% |
| Delta: |
0.92 |
| Theta: |
-0.67 |
| Omega: |
3.00 |
| Rho: |
0.14 |
Quote data
| Open: |
15.97 |
| High: |
15.97 |
| Low: |
15.97 |
| Previous Close: |
15.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.83% |
| 1 Month |
|
|
+14.32% |
| 3 Months |
|
|
+135.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.51 |
14.54 |
| 1M High / 1M Low: |
15.51 |
13.42 |
| 6M High / 6M Low: |
15.51 |
4.05 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.09% |
| Volatility 6M: |
|
81.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
