Goldman Sachs Call 320 MCD 20.03..../  DE000GG6Y7K8  /

EUWAX
2024-09-06  11:03:40 AM Chg.-0.02 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.79EUR -1.10% -
Bid Size: -
-
Ask Size: -
McDonalds Corp 320.00 USD 2026-03-20 Call
 

Master data

WKN: GG6Y7K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: McDonalds Corp
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 2026-03-20
Issue date: 2024-04-22
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.87
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -2.75
Time value: 2.03
Break-even: 308.97
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.12
Spread abs.: 0.10
Spread %: 5.18%
Delta: 0.47
Theta: -0.03
Omega: 6.10
Rho: 1.58
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+30.66%
3 Months  
+86.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.82 1.75
1M High / 1M Low: 1.92 1.28
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   1.65
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -