Goldman Sachs Call 320 MCD 16.01..../  DE000GG6Y707  /

EUWAX
2024-07-10  9:24:35 AM Chg.-0.010 Bid1:31:43 PM Ask1:31:43 PM Underlying Strike price Expiration date Option type
0.600EUR -1.64% 0.600
Bid Size: 5,000
0.700
Ask Size: 5,000
McDonalds Corp 320.00 USD 2026-01-16 Call
 

Master data

WKN: GG6Y70
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: McDonalds Corp
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-22
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.94
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -6.86
Time value: 0.69
Break-even: 302.80
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.21
Spread abs.: 0.10
Spread %: 16.95%
Delta: 0.24
Theta: -0.02
Omega: 7.76
Rho: 0.71
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -24.05%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.610
1M High / 1M Low: 0.870 0.610
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.717
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -