Goldman Sachs Call 14 EVK 20.12.2024
/ DE000GQ800E0
Goldman Sachs Call 14 EVK 20.12.2.../ DE000GQ800E0 /
05/09/2024 18:17:21 |
Chg.-0.010 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-1.64% |
- Bid Size: - |
- Ask Size: - |
EVONIK INDUSTRIES NA... |
14.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
GQ800E |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
EVONIK INDUSTRIES NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
26/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.56 |
Historic volatility: |
0.19 |
Parity: |
0.59 |
Time value: |
0.04 |
Break-even: |
20.28 |
Moneyness: |
1.42 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
3.29% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
2.88 |
Rho: |
0.03 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.600 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
+27.66% |
3 Months |
|
|
+17.65% |
YTD |
|
|
+22.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.600 |
1M High / 1M Low: |
0.640 |
0.450 |
6M High / 6M Low: |
0.680 |
0.330 |
High (YTD): |
15/05/2024 |
0.680 |
Low (YTD): |
18/03/2024 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.618 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.550 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.531 |
Avg. volume 6M: |
|
11.628 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.24% |
Volatility 6M: |
|
63.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |