Goldman Sachs Call 450 MDO 16.01..../  DE000GG2YJC8  /

EUWAX
8/2/2024  11:15:08 AM Chg.+0.010 Bid8/2/2024 Ask8/2/2024 Underlying Strike price Expiration date Option type
0.090EUR +12.50% 0.090
Bid Size: 10,000
0.190
Ask Size: 5,000
MCDONALDS CORP. DL... 450.00 - 1/16/2026 Call
 

Master data

WKN: GG2YJC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MCDONALDS CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 1/16/2026
Issue date: 2/1/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 188.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.15
Parity: -20.08
Time value: 0.13
Break-even: 451.32
Moneyness: 0.55
Premium: 0.81
Premium p.a.: 0.50
Spread abs.: 0.05
Spread %: 69.23%
Delta: 0.05
Theta: -0.01
Omega: 9.03
Rho: 0.15
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+80.00%
3 Months  
+50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.070
1M High / 1M Low: 0.080 0.050
6M High / 6M Low: 0.160 0.040
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.84%
Volatility 6M:   220.04%
Volatility 1Y:   -
Volatility 3Y:   -