Goldman Sachs Call 30 G1A 20.12.2024
/ DE000GQ7J1F8
Goldman Sachs Call 30 G1A 20.12.2.../ DE000GQ7J1F8 /
| 8/6/2024 10:33:53 AM |
Chg.+0.010 |
Bid12:07:02 PM |
Ask12:07:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+1.04% |
0.940
Bid Size: 10,000 |
0.990
Ask Size: 5,000 |
GEA GROUP AG |
30.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
GQ7J1F |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.20 |
| Parity: |
0.86 |
| Time value: |
0.20 |
| Break-even: |
40.60 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
4.95% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.99 |
| Rho: |
0.08 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.39% |
| 1 Month |
|
|
-11.01% |
| 3 Months |
|
|
+16.87% |
| YTD |
|
|
+6.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.960 |
| 1M High / 1M Low: |
1.160 |
0.960 |
| 6M High / 6M Low: |
1.160 |
0.770 |
| High (YTD): |
7/31/2024 |
1.160 |
| Low (YTD): |
1/17/2024 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.949 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.75% |
| Volatility 6M: |
|
68.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
