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Goldman Sachs Call 25 ARRD 20.09..../  DE000GQ6L4E2  /

EUWAX
7/22/2024  11:03:53 AM Chg.- Bid3:06:45 PM Ask3:06:45 PM Underlying Strike price Expiration date Option type
0.008EUR - 0.005
Bid Size: 150,000		 0.010
Ask Size: 150,000		 ARCELORMITTAL S.A. N... 25.00 EUR 9/20/2024 Call
 

Master data

WKN: GQ6L4E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 9/20/2024
Issue date: 10/6/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 84.05
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.25
Parity: -0.15
Time value: 0.03
Break-even: 25.28
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.56
Spread abs.: 0.02
Spread %: 366.67%
Delta: 0.26
Theta: -0.01
Omega: 21.74
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -78.38%
3 Months
  -94.29%
YTD
  -97.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.008
1M High / 1M Low: 0.035 0.008
6M High / 6M Low: 0.370 0.008
High (YTD): 2/12/2024 0.370
Low (YTD): 7/22/2024 0.008
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.154
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.34%
Volatility 6M:   198.63%
Volatility 1Y:   -
Volatility 3Y:   -