Goldman Sachs Call 7250 CAC 40 15.11.2024
/ DE000GJ3SYW2
Goldman Sachs Call 7250 CAC 40 15.../ DE000GJ3SYW2 /
| 2024-11-04 8:33:13 AM |
Chg.+0.31 |
Bid8:31:39 PM |
Ask8:31:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
+16.49% |
1.88
Bid Size: 50,000 |
1.89
Ask Size: 50,000 |
- |
7,250.00 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
GJ3SYW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,250.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-13 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
34.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.12 |
| Parity: |
1.59 |
| Time value: |
0.53 |
| Break-even: |
7,462.00 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.73 |
| Theta: |
-4.60 |
| Omega: |
25.62 |
| Rho: |
1.57 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.82% |
| 1 Month |
|
|
-38.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.00 |
1.88 |
| 1M High / 1M Low: |
4.27 |
1.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
