Goldman Sachs Call 157.5 USD/JPY 16.08.2024
/ DE000GG2NB33
Goldman Sachs Call 157.5 USD/JPY .../ DE000GG2NB33 /
| 2024-05-02 3:26:24 PM |
Chg.-0.58 |
Bid3:31:44 PM |
Ask3:31:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.89EUR |
-39.46% |
0.87
Bid Size: 30,000 |
0.89
Ask Size: 30,000 |
- |
157.50 JPY |
2024-08-16 |
Call |
Master data
| WKN: |
GG2NB3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
157.50 JPY |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-08-15 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
1,733,342.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,599,777.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.00 |
| Historic volatility: |
14.53 |
| Parity: |
-50,239.11 |
| Time value: |
1.50 |
| Break-even: |
26,502.54 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.35% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
1,467.59 |
| Rho: |
0.06 |
Quote data
| Open: |
0.97 |
| High: |
0.99 |
| Low: |
0.89 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.20% |
| 1 Month |
|
|
+147.22% |
| 3 Months |
|
|
+122.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
0.91 |
| 1M High / 1M Low: |
1.53 |
0.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
