Goldman Sachs Call 520 LMT 20.09.2024
/ DE000GJ0F847
Goldman Sachs Call 520 LMT 20.09..../ DE000GJ0F847 /
| 29/07/2024 11:42:23 |
Chg.-0.09 |
Bid20:56:54 |
Ask20:56:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-5.49% |
1.71
Bid Size: 10,000 |
1.76
Ask Size: 10,000 |
Lockheed Martin Corp |
520.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GJ0F84 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/07/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.16 |
| Parity: |
0.44 |
| Time value: |
1.23 |
| Break-even: |
495.84 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
9.87% |
| Delta: |
0.60 |
| Theta: |
-0.15 |
| Omega: |
17.31 |
| Rho: |
0.40 |
Quote data
| Open: |
1.48 |
| High: |
1.55 |
| Low: |
1.48 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+638.10% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
0.21 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
