Goldman Sachs Call 46 BAC 20.12.2024
/ DE000GJ5LD67
Goldman Sachs Call 46 BAC 20.12.2.../ DE000GJ5LD67 /
| 19/11/2024 10:17:45 |
Chg.-0.010 |
Bid16:16:55 |
Ask16:16:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
0.130
Bid Size: 150,000 |
0.140
Ask Size: 150,000 |
Bank of America Corp... |
46.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
GJ5LD6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/10/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
0.07 |
| Time value: |
0.09 |
| Break-even: |
45.02 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
17.09 |
| Rho: |
0.02 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+268.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.100 |
| 1M High / 1M Low: |
0.150 |
0.024 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,000.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
