Goldman Sachs Call 460 LMT 20.09.2024
/ DE000GG8K1W0
Goldman Sachs Call 460 LMT 20.09..../ DE000GG8K1W0 /
| 04/09/2024 18:01:26 |
Chg.+0.71 |
Bid21:02:58 |
Ask21:02:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.53EUR |
+7.23% |
10.47
Bid Size: 5,000 |
10.62
Ask Size: 5,000 |
Lockheed Martin Corp |
460.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GG8K1W |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
24/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.77 |
| Intrinsic value: |
9.70 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.15 |
| Parity: |
9.70 |
| Time value: |
0.28 |
| Break-even: |
516.14 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
1.53% |
| Delta: |
0.94 |
| Theta: |
-0.32 |
| Omega: |
4.83 |
| Rho: |
0.17 |
Quote data
| Open: |
10.53 |
| High: |
10.53 |
| Low: |
10.53 |
| Previous Close: |
9.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.33% |
| 1 Month |
|
|
+27.79% |
| 3 Months |
|
|
+401.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.06 |
9.13 |
| 1M High / 1M Low: |
10.06 |
7.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
