Goldman Sachs Call 142.5 USD/JPY 12.07.2024
/ DE000GG0DEF0
Goldman Sachs Call 142.5 USD/JPY .../ DE000GG0DEF0 /
| 2024-06-19 9:15:39 PM |
Chg.+0.12 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.77EUR |
+1.39% |
-
Bid Size: - |
-
Ask Size: - |
- |
142.50 JPY |
2024-07-12 |
Call |
Master data
| WKN: |
GG0DEF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.50 JPY |
| Maturity: |
2024-07-12 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-07-11 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
307,031.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,489,411.73 |
| Intrinsic value: |
260,154.43 |
| Implied volatility: |
- |
| Historic volatility: |
14.29 |
| Parity: |
260,154.43 |
| Time value: |
-260,145.72 |
| Break-even: |
24,141.01 |
| Moneyness: |
1.11 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.80 |
| Spread abs.: |
0.03 |
| Spread %: |
0.35% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.71 |
| High: |
8.77 |
| Low: |
8.67 |
| Previous Close: |
8.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.61% |
| 1 Month |
|
|
+18.83% |
| 3 Months |
|
|
+104.91% |
| YTD |
|
|
+521.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.77 |
8.15 |
| 1M High / 1M Low: |
8.77 |
6.76 |
| 6M High / 6M Low: |
8.77 |
1.37 |
| High (YTD): |
2024-06-19 |
8.77 |
| Low (YTD): |
2024-01-02 |
1.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.12% |
| Volatility 6M: |
|
125.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
