Goldman Sachs Call 120 BEI 20.09.2024
/ DE000GQ56CZ3
Goldman Sachs Call 120 BEI 20.09..../ DE000GQ56CZ3 /
| 9/6/2024 10:22:25 AM |
Chg.-0.050 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-5.38% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
120.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.14 |
| Parity: |
0.79 |
| Time value: |
0.28 |
| Break-even: |
130.60 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.30 |
| Spread %: |
39.47% |
| Delta: |
0.73 |
| Theta: |
-0.20 |
| Omega: |
8.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
-66.28% |
| YTD |
|
|
-56.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.880 |
| 1M High / 1M Low: |
1.160 |
0.580 |
| 6M High / 6M Low: |
2.990 |
0.580 |
| High (YTD): |
5/13/2024 |
2.990 |
| Low (YTD): |
8/19/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.889 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.81% |
| Volatility 6M: |
|
119.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
