Goldman Sachs Call 45 FIE 18.10.2024
/ DE000GJ1ERL3
Goldman Sachs Call 45 FIE 18.10.2.../ DE000GJ1ERL3 /
| 03/10/2024 13:20:59 |
Chg.-0.020 |
Bid14:03:38 |
Ask14:03:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
0.110
Bid Size: 10,000 |
0.140
Ask Size: 3,000 |
FIELMANN GROUP AG O.... |
45.00 EUR |
18/10/2024 |
Call |
Master data
| WKN: |
GJ1ERL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FIELMANN GROUP AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
18/10/2024 |
| Issue date: |
29/07/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
0.08 |
| Time value: |
0.11 |
| Break-even: |
46.87 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.05 |
| Spread %: |
36.50% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
14.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.130 |
| 1M High / 1M Low: |
0.260 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
