Goldman Sachs Call 750 LLY 19.07.2024
/ DE000GG6JW48
Goldman Sachs Call 750 LLY 19.07..../ DE000GG6JW48 /
| 12/07/2024 11:19:59 |
Chg.-0.65 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.23EUR |
-3.64% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
750.00 - |
19/07/2024 |
Call |
Master data
| WKN: |
GG6JW4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.00 |
| Intrinsic value: |
11.96 |
| Implied volatility: |
2.81 |
| Historic volatility: |
0.26 |
| Parity: |
11.96 |
| Time value: |
6.57 |
| Break-even: |
935.30 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
83.10 |
| Spread abs.: |
0.30 |
| Spread %: |
1.65% |
| Delta: |
0.72 |
| Theta: |
-8.78 |
| Omega: |
3.39 |
| Rho: |
0.07 |
Quote data
| Open: |
17.23 |
| High: |
17.23 |
| Low: |
17.23 |
| Previous Close: |
17.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.97% |
| 1 Month |
|
|
+30.73% |
| 3 Months |
|
|
+211.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.88 |
15.58 |
| 1M High / 1M Low: |
17.88 |
12.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
