Goldman Sachs Call 135 USD/JPY 13.12.2024
/ DE000GG14861
Goldman Sachs Call 135 USD/JPY 13.../ DE000GG14861 /
| 20/09/2024 21:19:39 |
Chg.+0.57 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.14EUR |
+12.47% |
-
Bid Size: - |
-
Ask Size: - |
- |
135.00 JPY |
13/12/2024 |
Call |
Master data
| WKN: |
GG1486 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 JPY |
| Maturity: |
13/12/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
12/12/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
444,941.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,317,489.66 |
| Intrinsic value: |
143,567.81 |
| Implied volatility: |
- |
| Historic volatility: |
15.19 |
| Parity: |
143,567.81 |
| Time value: |
-143,562.60 |
| Break-even: |
21,745.84 |
| Moneyness: |
1.07 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.51 |
| High: |
5.45 |
| Low: |
4.51 |
| Previous Close: |
4.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.12% |
| 1 Month |
|
|
-7.39% |
| 3 Months |
|
|
-57.73% |
| YTD |
|
|
+50.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.14 |
3.86 |
| 1M High / 1M Low: |
6.53 |
3.86 |
| 6M High / 6M Low: |
13.25 |
3.86 |
| High (YTD): |
10/07/2024 |
13.25 |
| Low (YTD): |
02/01/2024 |
3.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.62% |
| Volatility 6M: |
|
96.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
