OverviewChartNewsTraderScreen

Goldman Sachs Call 145.45 AIL 20..../  DE000GQ37QY6  /

EUWAX
07/10/2024  10:54:35 Chg.-0.07 Bid17:18:02 Ask17:18:02 Underlying Strike price Expiration date Option type
2.58EUR -2.64% 2.74
Bid Size: 5,000		 2.81
Ask Size: 3,000		 AIR LIQUIDE INH. EO ... 145.45 EUR 20/12/2024 Call
 

Master data

WKN: GQ37QY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AIR LIQUIDE INH. EO 5,50
Type: Warrant
Option type: Call
Strike price: 145.45 EUR
Maturity: 20/12/2024
Issue date: 30/08/2023
Last trading day: 19/12/2024
Ratio: 9.09:1
Exercise type: American
Quanto: -
Gearing: 6.15
Leverage: Yes

Calculated values

Fair value: 2.56
Intrinsic value: 2.44
Implied volatility: 0.45
Historic volatility: 0.18
Parity: 2.44
Time value: 0.56
Break-even: 172.72
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.30
Spread %: 11.11%
Delta: 0.80
Theta: -0.07
Omega: 4.91
Rho: 0.22
 

Quote data

Open: 2.58
High: 2.58
Low: 2.58
Previous Close: 2.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.99%
1 Month  
+15.18%
3 Months
  -4.44%
YTD  
+2.38%
1 Year  
+77.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.35 2.65
1M High / 1M Low: 3.35 2.37
6M High / 6M Low: 3.43 2.24
High (YTD): 15/03/2024 4.02
Low (YTD): 12/02/2024 1.77
52W High: 15/03/2024 4.02
52W Low: 23/10/2023 1.13
Avg. price 1W:   3.05
Avg. volume 1W:   0.00
Avg. price 1M:   2.98
Avg. volume 1M:   0.00
Avg. price 6M:   2.81
Avg. volume 6M:   0.00
Avg. price 1Y:   2.61
Avg. volume 1Y:   0.00
Volatility 1M:   101.06%
Volatility 6M:   86.24%
Volatility 1Y:   104.52%
Volatility 3Y:   -