Goldman Sachs Call 5500 GVDBF 20.12.2024
/ DE000GJ23RP7
Goldman Sachs Call 5500 GVDBF 20..../ DE000GJ23RP7 /
| 11/11/2024 9:48:05 AM |
Chg.- |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Givaudan SA |
5,500.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
GJ23RP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Givaudan SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,500.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
8/15/2024 |
| Last trading day: |
11/13/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
131.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.21 |
| Parity: |
-14.74 |
| Time value: |
0.31 |
| Break-even: |
5,530.70 |
| Moneyness: |
0.73 |
| Premium: |
0.37 |
| Premium p.a.: |
29.23 |
| Spread abs.: |
0.30 |
| Spread %: |
4,285.71% |
| Delta: |
0.09 |
| Theta: |
-1.98 |
| Omega: |
11.26 |
| Rho: |
0.29 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.010 |
| 1M High / 1M Low: |
0.040 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
