Goldman Sachs Call 280 MCD 16.01.2026
/ DE000GG6Y7A9
Goldman Sachs Call 280 MCD 16.01..../ DE000GG6Y7A9 /
| 10/11/2024 5:34:42 PM |
Chg.+0.01 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.11EUR |
+0.24% |
4.16
Bid Size: 5,000 |
4.19
Ask Size: 5,000 |
McDonalds Corp |
280.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
GG6Y7A |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/22/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
2.29 |
| Time value: |
1.89 |
| Break-even: |
297.85 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
1.95% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
5.11 |
| Rho: |
2.17 |
Quote data
| Open: |
4.07 |
| High: |
4.11 |
| Low: |
4.07 |
| Previous Close: |
4.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.01% |
| 1 Month |
|
|
+21.96% |
| 3 Months |
|
|
+129.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.11 |
3.91 |
| 1M High / 1M Low: |
4.11 |
3.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
