Goldman Sachs Call 135 USD/JPY 21.06.2024
/ DE000GG14812
Goldman Sachs Call 135 USD/JPY 21.../ DE000GG14812 /
| 2024-06-19 9:06:47 PM |
Chg.+0.12 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.51EUR |
+0.90% |
-
Bid Size: - |
-
Ask Size: - |
- |
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: |
197,215.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1,203,770.40 |
| Intrinsic value: |
387,211.92 |
| Implied volatility: |
- |
| Historic volatility: |
14.29 |
| Parity: |
387,211.92 |
| Time value: |
-387,198.36 |
| Break-even: |
22,870.48 |
| Moneyness: |
1.17 |
| Premium: |
-0.14 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.15 |
| Spread %: |
1.12% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
13.40 |
| High: |
13.51 |
| Low: |
13.40 |
| Previous Close: |
13.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
+12.12% |
| 3 Months |
|
|
+56.00% |
| YTD |
|
|
+260.27% |
| 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: |
|
- |
