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: |
|
- |