Goldman Sachs Call 135 USD/JPY 21.06.2024
/ DE000GG14812
Goldman Sachs Call 135 USD/JPY 21.../ DE000GG14812 /
2024-06-20 11:06:59 AM |
Chg.+0.30 |
Bid1:01:52 PM |
Ask1:01:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.81EUR |
+2.22% |
13.79 Bid Size: 30,000 |
13.99 Ask Size: 30,000 |
- |
135.00 JPY |
2024-06-21 |
Call |
Master data
WKN: |
GG1481 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 JPY |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-06-20 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
196,631.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
937,665.22 |
Intrinsic value: |
391,989.87 |
Implied volatility: |
- |
Historic volatility: |
14.31 |
Parity: |
391,989.87 |
Time value: |
-391,976.22 |
Break-even: |
22,920.42 |
Moneyness: |
1.17 |
Premium: |
-0.15 |
Premium p.a.: |
-1.00 |
Spread abs.: |
0.15 |
Spread %: |
1.11% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
13.66 |
High: |
13.81 |
Low: |
13.66 |
Previous Close: |
13.51 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.97% |
1 Month |
|
|
+14.61% |
3 Months |
|
|
+59.47% |
YTD |
|
|
+268.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.51 |
12.91 |
1M High / 1M Low: |
13.51 |
11.46 |
6M High / 6M Low: |
13.51 |
3.61 |
High (YTD): |
2024-06-19 |
13.51 |
Low (YTD): |
2024-01-02 |
3.73 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.57% |
Volatility 6M: |
|
79.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |