Goldman Sachs Call 300 NFLX 20.09.2024
/ DE000GQ7SPF7
Goldman Sachs Call 300 NFLX 20.09.../ DE000GQ7SPF7 /
| 2024-09-03 10:49:49 AM |
Chg.+0.04 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.65EUR |
+1.11% |
-
Bid Size: - |
-
Ask Size: - |
Netflix Inc |
300.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GQ7SPF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Netflix Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
2.45 |
| Historic volatility: |
0.29 |
| Parity: |
3.63 |
| Time value: |
0.05 |
| Break-even: |
639.07 |
| Moneyness: |
2.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
0.97 |
| Theta: |
-0.71 |
| Omega: |
1.67 |
| Rho: |
0.11 |
Quote data
| Open: |
3.65 |
| High: |
3.65 |
| Low: |
3.65 |
| Previous Close: |
3.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.99% |
| 1 Month |
|
|
+22.90% |
| 3 Months |
|
|
+14.06% |
| YTD |
|
|
+93.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
3.49 |
| 1M High / 1M Low: |
3.61 |
2.74 |
| 6M High / 6M Low: |
3.69 |
2.41 |
| High (YTD): |
2024-06-20 |
3.69 |
| Low (YTD): |
2024-01-02 |
1.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.67% |
| Volatility 6M: |
|
50.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
