Goldman Sachs Call 95 SNW 20.12.2024
/ DE000GJ2QTL1
Goldman Sachs Call 95 SNW 20.12.2.../ DE000GJ2QTL1 /
| 10/18/2024 10:45:34 AM |
Chg.-0.060 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-7.06% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
95.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
GJ2QTL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/23/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
0.58 |
| Time value: |
0.41 |
| Break-even: |
104.90 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.15 |
| Spread %: |
17.86% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
6.99 |
| Rho: |
0.10 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.47% |
| 1 Month |
|
|
-31.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.790 |
| 1M High / 1M Low: |
1.160 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.932 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
