Goldman Sachs Call 9 BOY 15.11.2024
/ DE000GJ2T0B7
Goldman Sachs Call 9 BOY 15.11.20.../ DE000GJ2T0B7 /
2024-11-12 7:30:25 PM |
Chg.-0.190 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
-67.86% |
- Bid Size: - |
- Ask Size: - |
BCO BIL.VIZ.ARG.NOM.... |
9.00 EUR |
2024-11-15 |
Call |
Master data
WKN: |
GJ2T0B |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 EUR |
Maturity: |
2024-11-15 |
Issue date: |
2024-08-26 |
Last trading day: |
2024-11-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
24.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.91 |
Historic volatility: |
0.27 |
Parity: |
0.12 |
Time value: |
0.24 |
Break-even: |
9.37 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
23.48 |
Spread abs.: |
0.15 |
Spread %: |
69.12% |
Delta: |
0.58 |
Theta: |
-0.05 |
Omega: |
14.49 |
Rho: |
0.00 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.090 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-86.76% |
1 Month |
|
|
-83.02% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.200 |
1M High / 1M Low: |
0.680 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.345 |
Avg. volume 1W: |
|
4,601 |
Avg. price 1M: |
|
0.419 |
Avg. volume 1M: |
|
968.632 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
431.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |