Goldman Sachs Call 950 LLY 16.08.2024
/ DE000GJ081H9
Goldman Sachs Call 950 LLY 16.08..../ DE000GJ081H9 /
| 8/12/2024 2:15:22 PM |
Chg.+0.300 |
Bid5:00:49 PM |
Ask5:00:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+375.00% |
0.190
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
Eli Lilly and Co |
950.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
GJ081H |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
950.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
7/4/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
168.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
-5.34 |
| Time value: |
0.48 |
| Break-even: |
875.38 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.20 |
| Spread %: |
70.42% |
| Delta: |
0.17 |
| Theta: |
-1.72 |
| Omega: |
29.46 |
| Rho: |
0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+192.31% |
| 1 Month |
|
|
-87.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.070 |
| 1M High / 1M Low: |
4.090 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
490.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
