Goldman Sachs Call 440 LMT 20.09.2024
/ DE000GG5PDT6
Goldman Sachs Call 440 LMT 20.09..../ DE000GG5PDT6 /
04/09/2024 17:54:20 |
Chg.+0.66 |
Bid21:04:06 |
Ask21:04:06 |
Underlying |
Strike price |
Expiration date |
Option type |
12.30EUR |
+5.67% |
12.23 Bid Size: 5,000 |
12.33 Ask Size: 5,000 |
Lockheed Martin Corp |
440.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
25/03/2024 |
Last trading day: |
19/09/2024 |
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: |
|
- |