Goldman Sachs Call 250 MCD 20.09.2024
/ DE000GG8PG48
Goldman Sachs Call 250 MCD 20.09..../ DE000GG8PG48 /
| 9/6/2024 9:05:21 AM |
Chg.+0.11 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.60EUR |
+3.15% |
-
Bid Size: - |
-
Ask Size: - |
McDonalds Corp |
250.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/28/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.15 |
| Parity: |
3.56 |
| Time value: |
0.27 |
| Break-even: |
263.82 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.10 |
| Spread %: |
2.68% |
| Delta: |
0.87 |
| Theta: |
-0.30 |
| Omega: |
5.96 |
| Rho: |
0.07 |
Quote data
| Open: |
3.60 |
| High: |
3.60 |
| Low: |
3.60 |
| Previous Close: |
3.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.96% |
| 1 Month |
|
|
+75.61% |
| 3 Months |
|
|
+115.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.60 |
3.23 |
| 1M High / 1M Low: |
3.60 |
1.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
