Goldman Sachs Call 290 MCD 16.01.2026
/ DE000GG6Y814
Goldman Sachs Call 290 MCD 16.01..../ DE000GG6Y814 /
| 11/10/2024 17:34:44 |
Chg.0.00 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.51EUR |
0.00% |
3.54
Bid Size: 5,000 |
3.57
Ask Size: 5,000 |
McDonalds Corp |
290.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
22/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
1.38 |
| Time value: |
2.19 |
| Break-even: |
300.90 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
2.29% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
5.56 |
| Rho: |
2.06 |
Quote data
| Open: |
3.48 |
| High: |
3.51 |
| Low: |
3.48 |
| Previous Close: |
3.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.93% |
| 1 Month |
|
|
+20.21% |
| 3 Months |
|
|
+140.41% |
| 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: |
|
3.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
