Goldman Sachs Call 30 G1A 20.09.2024
/ DE000GQ7LA30
Goldman Sachs Call 30 G1A 20.09.2.../ DE000GQ7LA30 /
| 17/07/2024 10:15:57 |
Chg.0.00 |
Bid10:25:06 |
Ask10:25:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
0.00% |
1.06
Bid Size: 20,000 |
1.09
Ask Size: 5,000 |
GEA GROUP AG |
30.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
GQ7LA3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
18/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.20 |
| Parity: |
1.03 |
| Time value: |
0.08 |
| Break-even: |
41.10 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
6.73% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.23 |
| Rho: |
0.04 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.25% |
| 1 Month |
|
|
+32.91% |
| 3 Months |
|
|
+43.84% |
| YTD |
|
|
+20.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.97 |
| 1M High / 1M Low: |
1.09 |
0.79 |
| 6M High / 6M Low: |
1.09 |
0.66 |
| High (YTD): |
12/07/2024 |
1.09 |
| Low (YTD): |
17/01/2024 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.00% |
| Volatility 6M: |
|
76.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
