Goldman Sachs Call 142.5 USD/JPY 09.08.2024
/ DE000GG148D8
Goldman Sachs Call 142.5 USD/JPY .../ DE000GG148D8 /
| 6/7/2024 11:08:50 AM |
Chg.-0.16 |
Bid1:03:35 PM |
Ask1:03:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.85EUR |
-2.28% |
6.97
Bid Size: 50,000 |
6.99
Ask Size: 50,000 |
- |
142.50 JPY |
8/9/2024 |
Call |
Master data
| WKN: |
GG148D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.50 JPY |
| Maturity: |
8/9/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/8/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
378,959.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,634,688.56 |
| Intrinsic value: |
222,552.60 |
| Implied volatility: |
- |
| Historic volatility: |
14.47 |
| Parity: |
222,552.60 |
| Time value: |
-222,545.63 |
| Break-even: |
24,188.03 |
| Moneyness: |
1.09 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.91 |
| High: |
6.91 |
| Low: |
6.85 |
| Previous Close: |
7.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.73% |
| 1 Month |
|
|
+9.25% |
| 3 Months |
|
|
+138.68% |
| YTD |
|
|
+365.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.76 |
6.47 |
| 1M High / 1M Low: |
7.95 |
6.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/29/2024 |
7.95 |
| Low (YTD): |
1/2/2024 |
1.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
