Goldman Sachs Call 450 LMT 20.12.2024
/ DE000GG9VAC8
Goldman Sachs Call 450 LMT 20.12..../ DE000GG9VAC8 /
| 04/09/2024 15:39:51 |
Chg.+1.02 |
Bid18:00:29 |
Ask18:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.07EUR |
+9.23% |
11.92
Bid Size: 5,000 |
11.99
Ask Size: 5,000 |
Lockheed Martin Corp |
450.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
GG9VAC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
20/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.04 |
| Intrinsic value: |
10.61 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
10.61 |
| Time value: |
0.95 |
| Break-even: |
522.89 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.30 |
| Spread %: |
2.66% |
| Delta: |
0.90 |
| Theta: |
-0.12 |
| Omega: |
4.01 |
| Rho: |
1.02 |
Quote data
| Open: |
12.07 |
| High: |
12.07 |
| Low: |
12.07 |
| Previous Close: |
11.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.95% |
| 1 Month |
|
|
+24.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.33 |
10.41 |
| 1M High / 1M Low: |
11.33 |
9.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
