GS WAR. CALL 12/24 ABEC/  DE000GJ082R6  /

gettex
09/07/2024  09:03:42 Chg.-0.0010 Bid09:18:42 Ask- Underlying Strike price Expiration date Option type
0.0380EUR -2.56% 0.0380
Bid Size: 30,000
-
Ask Size: -
Alphabet C 310.00 USD 20/12/2024 Call
 

Master data

WKN: GJ082R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Alphabet C
Type: Warrant
Option type: Call
Strike price: 310.00 USD
Maturity: 20/12/2024
Issue date: 04/07/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 305.72
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -10.90
Time value: 0.06
Break-even: 286.93
Moneyness: 0.62
Premium: 0.62
Premium p.a.: 1.90
Spread abs.: 0.02
Spread %: 52.63%
Delta: 0.04
Theta: -0.01
Omega: 11.26
Rho: 0.03
 

Quote data

Open: 0.0380
High: 0.0380
Low: 0.0380
Previous Close: 0.0390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -