Goldman Sachs Call 100 BAYN 20.12.2024
/ DE000GZ8E462
Goldman Sachs Call 100 BAYN 20.12.../ DE000GZ8E462 /
| 4/30/2024 6:40:22 PM |
Chg.0.000 |
Bid8:00:21 PM |
Ask8:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
100.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
GZ8E46 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
213.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.30 |
| Parity: |
-7.44 |
| Time value: |
0.01 |
| Break-even: |
100.12 |
| Moneyness: |
0.26 |
| Premium: |
2.91 |
| Premium p.a.: |
14.16 |
| Spread abs.: |
0.01 |
| Spread %: |
500.00% |
| Delta: |
0.03 |
| Theta: |
0.00 |
| Omega: |
5.36 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.004 |
| Previous Close: |
0.004 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-73.33% |
| 1 Year |
|
|
-83.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
0.018 |
0.004 |
| High (YTD): |
1/10/2024 |
0.018 |
| Low (YTD): |
4/30/2024 |
0.004 |
| 52W High: |
8/14/2023 |
0.045 |
| 52W Low: |
4/30/2024 |
0.004 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.009 |
| Avg. volume 6M: |
|
72.464 |
| Avg. price 1Y: |
|
0.017 |
| Avg. volume 1Y: |
|
25.773 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
142.16% |
| Volatility 1Y: |
|
177.26% |
| Volatility 3Y: |
|
- |
