Goldman Sachs Call 260 MCD 16.08.2024
/ DE000GG8M1Z1
Goldman Sachs Call 260 MCD 16.08..../ DE000GG8M1Z1 /
| 2024-08-01 10:50:51 AM |
Chg.-0.130 |
Bid4:49:15 PM |
Ask4:49:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-15.29% |
0.640
Bid Size: 30,000 |
0.660
Ask Size: 30,000 |
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: |
29.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
0.50 |
| Time value: |
0.34 |
| Break-even: |
248.61 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.07 |
| Spread %: |
9.09% |
| Delta: |
0.67 |
| Theta: |
-0.18 |
| Omega: |
19.45 |
| Rho: |
0.06 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.61% |
| 1 Month |
|
|
+35.85% |
| 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: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
