Goldman Sachs Call 250 MCD 20.09.2024
/ DE000GG8PG48
Goldman Sachs Call 250 MCD 20.09..../ DE000GG8PG48 /
| 2024-08-01 10:58:27 AM |
Chg.-0.14 |
Bid3:12:12 PM |
Ask3:12:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-7.69% |
1.72
Bid Size: 10,000 |
1.79
Ask Size: 10,000 |
McDonalds Corp |
250.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG8PG4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
1.42 |
| Time value: |
0.38 |
| Break-even: |
248.97 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
4.05% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
10.73 |
| Rho: |
0.24 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.13% |
| 1 Month |
|
|
+34.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.01 |
| 1M High / 1M Low: |
1.82 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
