Goldman Sachs Call 30 G1A 20.06.2025
/ DE000GQ2S5Y4
Goldman Sachs Call 30 G1A 20.06.2.../ DE000GQ2S5Y4 /
| 9/11/2024 6:11:43 PM |
Chg.0.00 |
Bid8:43:05 PM |
Ask8:43:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
0.00% |
1.35
Bid Size: 10,000 |
1.42
Ask Size: 10,000 |
GEA GROUP AG |
30.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
GQ2S5Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
8/23/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.20 |
| Parity: |
1.23 |
| Time value: |
0.20 |
| Break-even: |
44.30 |
| Moneyness: |
1.41 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
6.72% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.58 |
| Rho: |
0.17 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.34 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.75% |
| 1 Month |
|
|
+17.54% |
| 3 Months |
|
|
+35.35% |
| YTD |
|
|
+38.14% |
| 1 Year |
|
|
+34.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.27 |
| 1M High / 1M Low: |
1.39 |
1.16 |
| 6M High / 6M Low: |
1.39 |
0.86 |
| High (YTD): |
8/30/2024 |
1.39 |
| Low (YTD): |
1/17/2024 |
0.77 |
| 52W High: |
8/30/2024 |
1.39 |
| 52W Low: |
10/27/2023 |
0.62 |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
39.72% |
| Volatility 6M: |
|
58.71% |
| Volatility 1Y: |
|
62.67% |
| Volatility 3Y: |
|
- |
