Goldman Sachs Call 157.5 USD/JPY 28.06.2024
/ DE000GG7RPP0
Goldman Sachs Call 157.5 USD/JPY .../ DE000GG7RPP0 /
| 2024-06-20 6:27:14 PM |
Chg.+0.390 |
Bid6:34:31 PM |
Ask6:34:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+81.25% |
0.880
Bid Size: 50,000 |
0.910
Ask Size: 50,000 |
- |
157.50 JPY |
2024-06-28 |
Call |
Master data
| WKN: |
GG7RPP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
157.50 JPY |
| Maturity: |
2024-06-28 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-06-27 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5,262,780.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1,908,492.30 |
| Intrinsic value: |
9,985.18 |
| Implied volatility: |
- |
| Historic volatility: |
14.31 |
| Parity: |
9,985.18 |
| Time value: |
-9,984.67 |
| Break-even: |
26,740.33 |
| Moneyness: |
1.00 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.600 |
| High: |
0.870 |
| Low: |
0.600 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+117.50% |
| 1 Month |
|
|
+70.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.400 |
| 1M High / 1M Low: |
0.760 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
