Goldman Sachs Call 350 HD 15.11.2024
/ DE000GQ9K740
Goldman Sachs Call 350 HD 15.11.2.../ DE000GQ9K740 /
| 06/11/2024 10:33:04 |
Chg.- |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.92EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Home Depot Inc |
350.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
GQ9K74 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.58 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.19 |
| Parity: |
3.58 |
| Time value: |
0.27 |
| Break-even: |
364.63 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.15 |
| Spread %: |
4.05% |
| Delta: |
0.87 |
| Theta: |
-0.51 |
| Omega: |
8.14 |
| Rho: |
0.06 |
Quote data
| Open: |
4.92 |
| High: |
4.92 |
| Low: |
4.92 |
| Previous Close: |
4.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.13% |
| 1 Month |
|
|
-12.77% |
| 3 Months |
|
|
+97.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.92 |
4.13 |
| 1M High / 1M Low: |
6.53 |
4.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
