Goldman Sachs Call 450 LMT 20.12.2024
/ DE000GG9VAC8
Goldman Sachs Call 450 LMT 20.12..../ DE000GG9VAC8 /
| 10/8/2024 10:34:59 AM |
Chg.-0.10 |
Bid2:08:30 PM |
Ask2:08:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.49EUR |
-0.69% |
14.59
Bid Size: 2,000 |
14.89
Ask Size: 2,000 |
Lockheed Martin Corp |
450.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
6/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.44 |
| Intrinsic value: |
14.17 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.13 |
| Parity: |
14.17 |
| Time value: |
0.76 |
| Break-even: |
559.35 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.30 |
| Spread %: |
2.05% |
| Delta: |
0.92 |
| Theta: |
-0.16 |
| Omega: |
3.41 |
| Rho: |
0.72 |
Quote data
| Open: |
14.49 |
| High: |
14.49 |
| Low: |
14.49 |
| Previous Close: |
14.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.39% |
| 1 Month |
|
|
+31.85% |
| 3 Months |
|
|
+404.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.93 |
12.45 |
| 1M High / 1M Low: |
14.93 |
10.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
