Goldman Sachs Call 30 G1A 20.12.2024
/ DE000GQ7J1F8
Goldman Sachs Call 30 G1A 20.12.2.../ DE000GQ7J1F8 /
| 12/11/2024 13:29:35 |
Chg.- |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
30.00 - |
20/12/2024 |
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 - |
| Maturity: |
20/12/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
13/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
1.55 |
| Historic volatility: |
0.19 |
| Parity: |
1.52 |
| Time value: |
0.19 |
| Break-even: |
47.10 |
| Moneyness: |
1.51 |
| Premium: |
0.04 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.10 |
| Spread %: |
6.21% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
2.29 |
| Rho: |
0.02 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.61% |
| 3 Months |
|
|
+41.59% |
| YTD |
|
|
+75.82% |
| 1 Year |
|
|
+107.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.60 |
| 1M High / 1M Low: |
1.79 |
1.49 |
| 6M High / 6M Low: |
1.79 |
0.85 |
| High (YTD): |
17/10/2024 |
1.79 |
| Low (YTD): |
17/01/2024 |
0.72 |
| 52W High: |
17/10/2024 |
1.79 |
| 52W Low: |
22/11/2023 |
0.62 |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
52.81% |
| Volatility 6M: |
|
57.98% |
| Volatility 1Y: |
|
65.84% |
| Volatility 3Y: |
|
- |
