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

EUWAX
11/15/2024  10:53:14 AM Chg.+0.03 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
1.98EUR +1.54% -
Bid Size: -
-
Ask Size: -
McDonalds Corp 320.00 USD 3/20/2026 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: 3/20/2026
Issue date: 4/22/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.36
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -2.60
Time value: 1.81
Break-even: 322.06
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 1.69%
Delta: 0.45
Theta: -0.03
Omega: 6.97
Rho: 1.45
 

Quote data

Open: 1.98
High: 1.98
Low: 1.98
Previous Close: 1.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.41%
1 Month
  -29.79%
3 Months  
+42.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.02 1.95
1M High / 1M Low: 3.07 1.81
6M High / 6M Low: 3.07 0.69
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.98
Avg. volume 1W:   0.00
Avg. price 1M:   2.22
Avg. volume 1M:   0.00
Avg. price 6M:   1.54
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.22%
Volatility 6M:   122.63%
Volatility 1Y:   -
Volatility 3Y:   -