Goldman Sachs Call 260 MCD 16.08..../  DE000GG8M1Z1  /

EUWAX
2024-08-02  10:33:07 AM Chg.+0.120 Bid12:19:28 PM Ask12:19:28 PM Underlying Strike price Expiration date Option type
0.840EUR +16.67% 0.870
Bid Size: 10,000
0.940
Ask Size: 10,000
McDonalds Corp 260.00 USD 2024-08-16 Call
 

Master data

WKN: GG8M1Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: McDonalds Corp
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2024-08-16
Issue date: 2024-05-27
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.67
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.81
Implied volatility: 0.25
Historic volatility: 0.15
Parity: 0.81
Time value: 0.20
Break-even: 251.14
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.10
Spread %: 10.99%
Delta: 0.77
Theta: -0.15
Omega: 18.99
Rho: 0.07
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+127.03%
1 Month  
+211.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.370
1M High / 1M Low: 0.850 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   415.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -