Goldman Sachs Call 160 DB1 20.09.2024
/ DE000GQ56FU7
Goldman Sachs Call 160 DB1 20.09..../ DE000GQ56FU7 /
| 2024-08-30 9:50:40 AM |
Chg.+0.09 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.25EUR |
+2.16% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
160.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
GQ56FU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.32 |
| Intrinsic value: |
4.29 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.15 |
| Parity: |
4.29 |
| Time value: |
0.66 |
| Break-even: |
209.50 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.70 |
| Spread %: |
16.47% |
| Delta: |
0.83 |
| Theta: |
-0.39 |
| Omega: |
3.40 |
| Rho: |
0.07 |
Quote data
| Open: |
4.25 |
| High: |
4.25 |
| Low: |
4.25 |
| Previous Close: |
4.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.82% |
| 1 Month |
|
|
+43.10% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+38.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.25 |
3.80 |
| 1M High / 1M Low: |
4.25 |
2.22 |
| 6M High / 6M Low: |
4.25 |
2.13 |
| High (YTD): |
2024-08-30 |
4.25 |
| Low (YTD): |
2024-05-29 |
2.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.85% |
| Volatility 6M: |
|
92.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
