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: |
|
- |