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: |
|
- |