Goldman Sachs Call 50 PAH3 20.12.2024
/ DE000GZ671J3
Goldman Sachs Call 50 PAH3 20.12..../ DE000GZ671J3 /
04/11/2024 10:29:41 |
Chg.-0.001 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
-11.11% |
- Bid Size: - |
- Ask Size: - |
PORSCHE AUTOM.HLDG V... |
50.00 - |
20/12/2024 |
Call |
Master data
WKN: |
GZ671J |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 - |
Maturity: |
20/12/2024 |
Issue date: |
29/12/2022 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
95.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.22 |
Parity: |
-1.18 |
Time value: |
0.04 |
Break-even: |
50.40 |
Moneyness: |
0.76 |
Premium: |
0.32 |
Premium p.a.: |
7.96 |
Spread abs.: |
0.03 |
Spread %: |
300.00% |
Delta: |
0.11 |
Theta: |
-0.02 |
Omega: |
10.98 |
Rho: |
0.01 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.46% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-81.82% |
YTD |
|
|
-97.65% |
1 Year |
|
|
-97.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.009 |
1M High / 1M Low: |
0.020 |
0.009 |
6M High / 6M Low: |
0.390 |
0.009 |
High (YTD): |
10/04/2024 |
0.550 |
Low (YTD): |
01/11/2024 |
0.009 |
52W High: |
10/04/2024 |
0.550 |
52W Low: |
01/11/2024 |
0.009 |
Avg. price 1W: |
|
0.011 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.014 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.111 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.229 |
Avg. volume 1Y: |
|
7.937 |
Volatility 1M: |
|
163.30% |
Volatility 6M: |
|
163.30% |
Volatility 1Y: |
|
158.92% |
Volatility 3Y: |
|
- |