Goldman Sachs Call 460 DPZ 16.08..../  DE000GJ13VA2  /

EUWAX
7/26/2024  11:24:13 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.200EUR 0.00% -
Bid Size: -
-
Ask Size: -
Dominos Pizza Inc 460.00 USD 8/16/2024 Call
 

Master data

WKN: GJ13VA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 460.00 USD
Maturity: 8/16/2024
Issue date: 7/22/2024
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 128.18
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -3.92
Time value: 0.30
Break-even: 426.74
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 5.69
Spread abs.: 0.20
Spread %: 200.00%
Delta: 0.16
Theta: -0.23
Omega: 21.13
Rho: 0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -