Goldman Sachs Call 50 WMT 20.09.2.../  DE000GQ9ARU6  /

EUWAX
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:   -