Goldman Sachs Call 6.5 LHA 15.11.2024
/ DE000GJ2VKL0
Goldman Sachs Call 6.5 LHA 15.11..../ DE000GJ2VKL0 /
11/8/2024 12:44:32 PM |
Chg.-0.079 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.041EUR |
-65.83% |
- Bid Size: - |
- Ask Size: - |
LUFTHANSA AG VNA O.N... |
6.50 EUR |
11/15/2024 |
Call |
Master data
WKN: |
GJ2VKL |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
LUFTHANSA AG VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.50 EUR |
Maturity: |
11/15/2024 |
Issue date: |
8/27/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
78.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.26 |
Parity: |
-0.19 |
Time value: |
0.08 |
Break-even: |
6.58 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
11.79 |
Spread abs.: |
0.06 |
Spread %: |
280.95% |
Delta: |
0.33 |
Theta: |
-0.01 |
Omega: |
25.82 |
Rho: |
0.00 |
Quote data
Open: |
0.041 |
High: |
0.041 |
Low: |
0.041 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.43% |
1 Month |
|
|
-84.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.041 |
1M High / 1M Low: |
0.520 |
0.041 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.064 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.280 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
736.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |