Goldman Sachs Call 46 BAC 17.01.2025
/ DE000GJ6L8K5
Goldman Sachs Call 46 BAC 17.01.2.../ DE000GJ6L8K5 /
20/12/2024 09:35:52 |
Chg.-0.012 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.076EUR |
-13.64% |
- Bid Size: - |
- Ask Size: - |
Bank of America Corp... |
46.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
GJ6L8K |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Bank of America Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
01/11/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
43.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.21 |
Parity: |
-0.18 |
Time value: |
0.10 |
Break-even: |
45.08 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
1.32 |
Spread abs.: |
0.01 |
Spread %: |
7.78% |
Delta: |
0.36 |
Theta: |
-0.03 |
Omega: |
15.89 |
Rho: |
0.01 |
Quote data
Open: |
0.076 |
High: |
0.076 |
Low: |
0.076 |
Previous Close: |
0.088 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.00% |
1 Month |
|
|
-63.81% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.076 |
1M High / 1M Low: |
0.270 |
0.076 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.119 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.190 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |