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Goldman Sachs Call 140 DB1 20.06..../  DE000GQ7SPD2  /

EUWAX
11/8/2024  5:14:22 PM Chg.-0.53 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
7.53EUR -6.58% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 140.00 EUR 6/20/2025 Call
 

Master data

WKN: GQ7SPD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 6/20/2025
Issue date: 10/23/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 7.46
Intrinsic value: 7.20
Implied volatility: 0.66
Historic volatility: 0.15
Parity: 7.20
Time value: 1.22
Break-even: 224.20
Moneyness: 1.51
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.50
Spread %: 6.31%
Delta: 0.86
Theta: -0.06
Omega: 2.18
Rho: 0.61
 

Quote data

Open: 7.53
High: 7.53
Low: 7.53
Previous Close: 8.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.59%
1 Month  
+1.07%
3 Months  
+50.00%
YTD  
+44.81%
1 Year  
+105.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.10 7.53
1M High / 1M Low: 8.17 7.45
6M High / 6M Low: 8.17 4.50
High (YTD): 10/29/2024 8.17
Low (YTD): 5/29/2024 4.50
52W High: 10/29/2024 8.17
52W Low: 11/15/2023 3.63
Avg. price 1W:   7.90
Avg. volume 1W:   0.00
Avg. price 1M:   7.85
Avg. volume 1M:   0.00
Avg. price 6M:   6.19
Avg. volume 6M:   0.00
Avg. price 1Y:   5.62
Avg. volume 1Y:   0.00
Volatility 1M:   43.14%
Volatility 6M:   49.62%
Volatility 1Y:   45.82%
Volatility 3Y:   -