Goldman Sachs Call 160 DB1 20.09.2024
/ DE000GQ56FU7
Goldman Sachs Call 160 DB1 20.09..../ DE000GQ56FU7 /
| 26/07/2024 10:39:30 |
Chg.+0.13 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.01EUR |
+4.51% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
160.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.15 |
| Parity: |
2.82 |
| Time value: |
0.37 |
| Break-even: |
191.80 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.30 |
| Spread %: |
10.42% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
5.03 |
| Rho: |
0.20 |
Quote data
| Open: |
3.01 |
| High: |
3.01 |
| Low: |
3.01 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.01% |
| 1 Month |
|
|
-17.31% |
| 3 Months |
|
|
+22.36% |
| YTD |
|
|
-1.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.05 |
2.79 |
| 1M High / 1M Low: |
3.63 |
2.79 |
| 6M High / 6M Low: |
3.64 |
2.13 |
| High (YTD): |
25/06/2024 |
3.64 |
| Low (YTD): |
29/05/2024 |
2.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.88% |
| Volatility 6M: |
|
89.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
