Goldman Sachs Call 290 MCD 16.01.2026
/ DE000GG6Y814
Goldman Sachs Call 290 MCD 16.01..../ DE000GG6Y814 /
| 10/10/2024 3:15:56 PM |
Chg.- |
Bid10:33:23 AM |
Ask10:33:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.51EUR |
- |
3.50
Bid Size: 5,000 |
3.60
Ask Size: 5,000 |
McDonalds Corp |
290.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
GG6Y81 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 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: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
1.28 |
| Time value: |
2.36 |
| Break-even: |
301.64 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
2.82% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
5.34 |
| Rho: |
2.00 |
Quote data
| Open: |
3.51 |
| High: |
3.51 |
| Low: |
3.51 |
| Previous Close: |
3.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.93% |
| 1 Month |
|
|
+21.03% |
| 3 Months |
|
|
+167.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.51 |
3.34 |
| 1M High / 1M Low: |
3.51 |
2.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
