Goldman Sachs Call 7350 CAC 40 15.11.2024
/ DE000GJ3YZ76
Goldman Sachs Call 7350 CAC 40 15.../ DE000GJ3YZ76 /
| 2024-11-04 8:44:34 AM |
Chg.+0.14 |
Bid8:33:23 PM |
Ask8:33:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+10.85% |
1.22
Bid Size: 50,000 |
1.23
Ask Size: 50,000 |
- |
7,350.00 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
GJ3YZ7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,350.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-18 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
50.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.12 |
| Parity: |
0.59 |
| Time value: |
0.89 |
| Break-even: |
7,498.00 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.60 |
| Theta: |
-5.31 |
| Omega: |
30.06 |
| Rho: |
1.30 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.80% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
1.29 |
| 1M High / 1M Low: |
3.12 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
