Goldman Sachs Call 320 MCD 16.01.2026
/ DE000GG6Y707
Goldman Sachs Call 320 MCD 16.01..../ DE000GG6Y707 /
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: |
|
- |