Goldman Sachs Call 50 WMT 20.09.2024
/ DE000GQ9ARU6
Goldman Sachs Call 50 WMT 20.09.2.../ DE000GQ9ARU6 /
| 30/08/2024 10:59:37 |
Chg.-0.09 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.16EUR |
-1.24% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
50.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GQ9ARU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.42 |
| Intrinsic value: |
7.39 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.16 |
| Parity: |
7.39 |
| Time value: |
0.19 |
| Break-even: |
70.53 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
2.02% |
| Delta: |
0.95 |
| Theta: |
-0.06 |
| Omega: |
2.62 |
| Rho: |
0.02 |
Quote data
| Open: |
7.16 |
| High: |
7.16 |
| Low: |
7.16 |
| Previous Close: |
7.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.43% |
| 1 Month |
|
|
+32.10% |
| 3 Months |
|
|
+64.98% |
| YTD |
|
|
+358.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.25 |
6.98 |
| 1M High / 1M Low: |
7.25 |
4.61 |
| 6M High / 6M Low: |
7.25 |
2.80 |
| High (YTD): |
29/08/2024 |
7.25 |
| Low (YTD): |
05/01/2024 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.40% |
| Volatility 6M: |
|
77.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
