Goldman Sachs Call 30 G1A 20.12.2024
/ DE000GQ7J1F8
Goldman Sachs Call 30 G1A 20.12.2.../ DE000GQ7J1F8 /
| 9/11/2024 4:27:56 PM |
Chg.-0.02 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-1.57% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.20 |
| Parity: |
1.23 |
| Time value: |
0.13 |
| Break-even: |
43.60 |
| Moneyness: |
1.41 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
7.09% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
2.73 |
| Rho: |
0.06 |
Quote data
| Open: |
1.28 |
| High: |
1.29 |
| Low: |
1.25 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.79% |
| 1 Month |
|
|
+16.82% |
| 3 Months |
|
|
+37.36% |
| YTD |
|
|
+37.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.21 |
| 1M High / 1M Low: |
1.31 |
1.09 |
| 6M High / 6M Low: |
1.31 |
0.78 |
| High (YTD): |
8/30/2024 |
1.31 |
| Low (YTD): |
1/17/2024 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.69% |
| Volatility 6M: |
|
65.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
