Goldman Sachs Call 20 ARRD 20.09.2024
/ DE000GQ72TY7
Goldman Sachs Call 20 ARRD 20.09..../ DE000GQ72TY7 /
26/08/2024 10:15:26 |
Chg.+0.010 |
Bid17:35:05 |
Ask17:35:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+9.09% |
0.130 Bid Size: 30,000 |
0.150 Ask Size: 30,000 |
ARCELORMITTAL S.A. N... |
20.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
GQ72TY |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.35 |
Implied volatility: |
- |
Historic volatility: |
0.25 |
Parity: |
0.35 |
Time value: |
-0.22 |
Break-even: |
21.35 |
Moneyness: |
1.18 |
Premium: |
-0.09 |
Premium p.a.: |
-0.76 |
Spread abs.: |
0.03 |
Spread %: |
33.66% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
-14.29% |
3 Months |
|
|
-72.09% |
YTD |
|
|
-82.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.090 |
1M High / 1M Low: |
0.170 |
0.043 |
6M High / 6M Low: |
0.670 |
0.043 |
High (YTD): |
12/02/2024 |
0.760 |
Low (YTD): |
14/08/2024 |
0.043 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.108 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.097 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.360 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
432.56% |
Volatility 6M: |
|
202.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |