Goldman Sachs Call 120 BEI 20.09.2024
/ DE000GQ56CZ3
Goldman Sachs Call 120 BEI 20.09..../ DE000GQ56CZ3 /
| 31/07/2024 10:51:35 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
120.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
GQ56CZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
1.56 |
| Time value: |
0.28 |
| Break-even: |
138.30 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.20 |
| Spread %: |
12.27% |
| Delta: |
0.82 |
| Theta: |
-0.06 |
| Omega: |
6.07 |
| Rho: |
0.13 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.86% |
| 1 Month |
|
|
-29.69% |
| 3 Months |
|
|
-41.81% |
| YTD |
|
|
-33.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.35 |
| 1M High / 1M Low: |
2.04 |
1.35 |
| 6M High / 6M Low: |
2.99 |
1.33 |
| High (YTD): |
13/05/2024 |
2.99 |
| Low (YTD): |
09/04/2024 |
1.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.18% |
| Volatility 6M: |
|
103.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
