Goldman Sachs Call 155 JBHT 21.06.2024
/ DE000GG76P32
Goldman Sachs Call 155 JBHT 21.06.../ DE000GG76P32 /
2024-06-11 9:45:50 AM |
Chg.+0.170 |
Bid1:06:05 PM |
Ask1:06:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
+29.31% |
0.720 Bid Size: 10,000 |
0.790 Ask Size: 10,000 |
J B Hunt Transport S... |
155.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
GG76P3 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
J B Hunt Transport Services Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-05-02 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.65 |
Implied volatility: |
0.40 |
Historic volatility: |
0.23 |
Parity: |
0.65 |
Time value: |
0.16 |
Break-even: |
152.11 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.03 |
Spread %: |
3.85% |
Delta: |
0.76 |
Theta: |
-0.17 |
Omega: |
14.17 |
Rho: |
0.03 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.750 |
Previous Close: |
0.580 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.63% |
1 Month |
|
|
-53.70% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.550 |
1M High / 1M Low: |
1.630 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.600 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.877 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |