Goldman Sachs Call 60 SIX2 20.12.2024
/ DE000GJ2KWT1
Goldman Sachs Call 60 SIX2 20.12..../ DE000GJ2KWT1 /
| 02/10/2024 17:09:55 |
Chg.+0.020 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+2.50% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
60.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
GJ2KWT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.31 |
| Parity: |
0.54 |
| Time value: |
0.48 |
| Break-even: |
70.10 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.20 |
| Spread %: |
24.69% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
4.42 |
| Rho: |
0.07 |
Quote data
| Open: |
0.810 |
| High: |
0.820 |
| Low: |
0.810 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
+32.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.720 |
| 1M High / 1M Low: |
0.870 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
