Goldman Sachs Call 44 G1A 15.11.2024
/ DE000GJ3H4B2
Goldman Sachs Call 44 G1A 15.11.2.../ DE000GJ3H4B2 /
11/1/2024 4:15:38 PM |
Chg.+0.020 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+11.11% |
- Bid Size: - |
- Ask Size: - |
GEA GROUP AG |
44.00 EUR |
11/15/2024 |
Call |
Master data
WKN: |
GJ3H4B |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 EUR |
Maturity: |
11/15/2024 |
Issue date: |
9/9/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.47 |
Historic volatility: |
0.19 |
Parity: |
0.15 |
Time value: |
0.10 |
Break-even: |
46.47 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.07 |
Spread %: |
41.14% |
Delta: |
0.67 |
Theta: |
-0.06 |
Omega: |
12.26 |
Rho: |
0.01 |
Quote data
Open: |
0.190 |
High: |
0.200 |
Low: |
0.190 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.48% |
1 Month |
|
|
-23.08% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.180 |
1M High / 1M Low: |
0.390 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.228 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.281 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |