Goldman Sachs Call 440 LMT 20.09.2024
/ DE000GG5PDT6
Goldman Sachs Call 440 LMT 20.09..../ DE000GG5PDT6 /
| 9/4/2024 5:54:20 PM |
Chg.+0.66 |
Bid7:00:56 PM |
Ask7:00:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.30EUR |
+5.67% |
12.31
Bid Size: 5,000 |
12.46
Ask Size: 5,000 |
Lockheed Martin Corp |
440.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GG5PDT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.58 |
| Intrinsic value: |
11.51 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.15 |
| Parity: |
11.51 |
| Time value: |
0.64 |
| Break-even: |
519.74 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.50 |
| Spread %: |
4.29% |
| Delta: |
0.90 |
| Theta: |
-0.64 |
| Omega: |
3.81 |
| Rho: |
0.15 |
Quote data
| Open: |
12.30 |
| High: |
12.30 |
| Low: |
12.30 |
| Previous Close: |
11.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.53% |
| 1 Month |
|
|
+22.39% |
| 3 Months |
|
|
+256.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.86 |
10.93 |
| 1M High / 1M Low: |
11.86 |
9.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
