Goldman Sachs Call 50 BNP 20.09.2024
/ DE000GQ9GHV2
Goldman Sachs Call 50 BNP 20.09.2.../ DE000GQ9GHV2 /
9/13/2024 10:42:29 AM |
Chg.+0.01 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.37EUR |
+0.74% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
50.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
GQ9GHV |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
2/21/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
1.34 |
Implied volatility: |
2.07 |
Historic volatility: |
0.23 |
Parity: |
1.34 |
Time value: |
0.15 |
Break-even: |
64.90 |
Moneyness: |
1.27 |
Premium: |
0.02 |
Premium p.a.: |
3.27 |
Spread abs.: |
0.15 |
Spread %: |
11.19% |
Delta: |
0.85 |
Theta: |
-0.33 |
Omega: |
3.61 |
Rho: |
0.01 |
Quote data
Open: |
1.37 |
High: |
1.37 |
Low: |
1.37 |
Previous Close: |
1.36 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.01% |
1 Month |
|
|
+33.01% |
3 Months |
|
|
+41.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.37 |
1.27 |
1M High / 1M Low: |
1.37 |
1.03 |
6M High / 6M Low: |
2.25 |
0.77 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.45 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.15% |
Volatility 6M: |
|
105.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |