Goldman Sachs Call 560 RHM 15.11.2024
/ DE000GJ62542
Goldman Sachs Call 560 RHM 15.11..../ DE000GJ62542 /
| 12/11/2024 17:20:01 |
Chg.+0.38 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
+24.52% |
-
Bid Size: - |
-
Ask Size: - |
RHEINMETALL AG |
560.00 EUR |
15/11/2024 |
Call |
Master data
| WKN: |
GJ6254 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 EUR |
| Maturity: |
15/11/2024 |
| Issue date: |
04/11/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.33 |
| Parity: |
0.50 |
| Time value: |
1.24 |
| Break-even: |
577.40 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
13.03 |
| Spread abs.: |
0.30 |
| Spread %: |
20.83% |
| Delta: |
0.57 |
| Theta: |
-2.45 |
| Omega: |
18.46 |
| Rho: |
0.02 |
Quote data
| Open: |
1.77 |
| High: |
1.93 |
| Low: |
1.77 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1106.25% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
0.16 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.61 |
| 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: |
|
- |
