Goldman Sachs Call 600 ASME 15.11.2024
/ DE000GJ5NRV4
Goldman Sachs Call 600 ASME 15.11.../ DE000GJ5NRV4 /
| 2024-11-11 2:04:48 PM |
Chg.- |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
600.00 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
GJ5NRV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-21 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
1.42 |
| Historic volatility: |
0.39 |
| Parity: |
2.73 |
| Time value: |
1.97 |
| Break-even: |
647.00 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
42.04 |
| Spread abs.: |
1.50 |
| Spread %: |
46.88% |
| Delta: |
0.66 |
| Theta: |
-4.95 |
| Omega: |
8.81 |
| Rho: |
0.03 |
Quote data
| Open: |
3.83 |
| High: |
3.83 |
| Low: |
3.83 |
| Previous Close: |
2.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.83 |
2.76 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.43 |
| 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: |
|
- |
