Goldman Sachs Call 50 WMT 20.09.2024
/ DE000GQ9ARU6
Goldman Sachs Call 50 WMT 20.09.2.../ DE000GQ9ARU6 /
| 2024-07-26 9:35:48 AM |
Chg.-0.15 |
Bid5:34:24 PM |
Ask5:34:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.65EUR |
-2.59% |
5.49
Bid Size: 10,000 |
5.59
Ask Size: 10,000 |
Walmart Inc |
50.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.61 |
| Intrinsic value: |
5.53 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.15 |
| Parity: |
5.53 |
| Time value: |
0.14 |
| Break-even: |
64.98 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
1.25% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.29 |
| Rho: |
0.07 |
Quote data
| Open: |
5.65 |
| High: |
5.65 |
| Low: |
5.65 |
| Previous Close: |
5.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.25% |
| 1 Month |
|
|
+11.44% |
| 3 Months |
|
|
+78.80% |
| YTD |
|
|
+262.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.84 |
5.73 |
| 1M High / 1M Low: |
5.90 |
5.07 |
| 6M High / 6M Low: |
5.90 |
1.94 |
| High (YTD): |
2024-07-18 |
5.90 |
| Low (YTD): |
2024-01-05 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.64% |
| Volatility 6M: |
|
74.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
