Goldman Sachs Call 250 MCD 20.12..../  DE000GG9VJR7  /

EUWAX
8/1/2024  9:03:44 AM Chg.-0.10 Bid4:35:56 PM Ask4:35:56 PM Underlying Strike price Expiration date Option type
2.23EUR -4.29% 2.11
Bid Size: 20,000
2.12
Ask Size: 20,000
McDonalds Corp 250.00 USD 12/20/2024 Call
 

Master data

WKN: GG9VJR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: McDonalds Corp
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 12/20/2024
Issue date: 6/20/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.85
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 1.42
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 1.42
Time value: 0.84
Break-even: 253.57
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.35%
Delta: 0.74
Theta: -0.05
Omega: 8.04
Rho: 0.61
 

Quote data

Open: 2.23
High: 2.23
Low: 2.23
Previous Close: 2.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.04%
1 Month  
+27.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.33 1.54
1M High / 1M Low: 2.33 1.22
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.80
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -