Goldman Sachs Call 240 MCD 21.03.2025
/ DE000GG9KQU9
Goldman Sachs Call 240 MCD 21.03..../ DE000GG9KQU9 /
| 2024-08-01 10:38:11 AM |
Chg.+0.07 |
Bid4:49:16 PM |
Ask4:49:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
+2.17% |
3.20
Bid Size: 20,000 |
3.22
Ask Size: 20,000 |
McDonalds Corp |
240.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
GG9KQU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
2.35 |
| Time value: |
1.06 |
| Break-even: |
255.83 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
2.10% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
5.66 |
| Rho: |
1.01 |
Quote data
| Open: |
3.29 |
| High: |
3.29 |
| Low: |
3.29 |
| Previous Close: |
3.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.52% |
| 1 Month |
|
|
+23.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
2.48 |
| 1M High / 1M Low: |
3.22 |
2.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
