Goldman Sachs Call 50 BNP 20.09.2024
/ DE000GQ9GHV2
Goldman Sachs Call 50 BNP 20.09.2.../ DE000GQ9GHV2 /
| 12/08/2024 09:31:50 |
Chg.-0.03 |
Bid09:59:08 |
Ask09:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-2.91% |
1.02
Bid Size: 20,000 |
1.04
Ask Size: 10,000 |
BNP PARIBAS INH. ... |
50.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.23 |
| Parity: |
0.93 |
| Time value: |
0.17 |
| Break-even: |
60.90 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
10.10% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
4.43 |
| Rho: |
0.04 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.87% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
-52.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.77 |
| 1M High / 1M Low: |
1.52 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
