Goldman Sachs Call 72 P911 20.09.2024
/ DE000GJ39NQ0
Goldman Sachs Call 72 P911 20.09..../ DE000GJ39NQ0 /
| 05/09/2024 09:33:42 |
Chg.-0.004 |
Bid09:55:58 |
Ask09:55:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-12.50% |
0.028
Bid Size: 10,000 |
0.078
Ask Size: 5,000 |
PORSCHE AG VZ |
72.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
GJ39NQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
04/09/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
70.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
-0.53 |
| Time value: |
0.10 |
| Break-even: |
72.95 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
7.78 |
| Spread abs.: |
0.05 |
| Spread %: |
111.11% |
| Delta: |
0.25 |
| Theta: |
-0.07 |
| Omega: |
17.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
