Goldman Sachs Call 18 ARRD 20.09.2024
/ DE000GQ893D7
Goldman Sachs Call 18 ARRD 20.09..../ DE000GQ893D7 /
| 8/23/2024 10:51:48 AM |
Chg.- |
Bid9:32:10 AM |
Ask9:32:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
- |
0.310
Bid Size: 50,000 |
0.320
Ask Size: 20,000 |
ARCELORMITTAL S.A. N... |
18.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
GQ893D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.55 |
| Time value: |
-0.24 |
| Break-even: |
21.14 |
| Moneyness: |
1.31 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.77 |
| Spread abs.: |
0.04 |
| Spread %: |
14.18% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
-52.46% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.340 |
0.160 |
| 6M High / 6M Low: |
0.850 |
0.160 |
| High (YTD): |
2/12/2024 |
0.940 |
| Low (YTD): |
8/5/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.530 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.80% |
| Volatility 6M: |
|
128.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
