Goldman Sachs Call 250 MCD 20.12.2024
/ DE000GG9VJR7
Goldman Sachs Call 250 MCD 20.12..../ DE000GG9VJR7 /
| 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: |
|
- |
