Goldman Sachs Call 40 NWT 20.09.2024
/ DE000GQ29223
Goldman Sachs Call 40 NWT 20.09.2.../ DE000GQ29223 /
| 6/27/2024 10:58:36 AM |
Chg.- |
Bid8:56:08 AM |
Ask8:56:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
40.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
GQ2922 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/18/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.20 |
| Parity: |
1.36 |
| Time value: |
0.38 |
| Break-even: |
57.40 |
| Moneyness: |
1.34 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.10 |
| Spread %: |
6.10% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
2.49 |
| Rho: |
0.06 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.78% |
| 1 Month |
|
|
-16.04% |
| 3 Months |
|
|
-7.10% |
| YTD |
|
|
+55.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.57 |
| 1M High / 1M Low: |
1.87 |
1.57 |
| 6M High / 6M Low: |
2.10 |
0.75 |
| High (YTD): |
5/16/2024 |
2.10 |
| Low (YTD): |
1/18/2024 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.79% |
| Volatility 6M: |
|
74.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
