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: |
|
- |