Goldman Sachs Call 420 HD 15.11.2024
/ DE000GJ2VGS3
Goldman Sachs Call 420 HD 15.11.2.../ DE000GJ2VGS3 /
06/11/2024 10:29:25 |
Chg.- |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
- |
- Bid Size: - |
- Ask Size: - |
Home Depot Inc |
420.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
GJ2VGS |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
27/08/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
205.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.19 |
Parity: |
-2.95 |
Time value: |
0.18 |
Break-even: |
393.12 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
42.68 |
Spread abs.: |
0.07 |
Spread %: |
66.04% |
Delta: |
0.14 |
Theta: |
-0.36 |
Omega: |
28.94 |
Rho: |
0.01 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
-57.61% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.240 |
1M High / 1M Low: |
1.140 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.629 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
369.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |