Goldman Sachs Call 500 RAA 20.12.2024
/ DE000GQ7Y2N1
Goldman Sachs Call 500 RAA 20.12..../ DE000GQ7Y2N1 /
| 8/16/2024 5:22:11 PM |
Chg.-0.06 |
Bid6:30:17 PM |
Ask6:30:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
-1.49% |
4.07
Bid Size: 5,000 |
4.17
Ask Size: 5,000 |
RATIONAL AG |
500.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
GQ7Y2N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/25/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.99 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.28 |
| Parity: |
3.93 |
| Time value: |
0.21 |
| Break-even: |
913.00 |
| Moneyness: |
1.79 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.24 |
| Spread %: |
6.17% |
| Delta: |
0.93 |
| Theta: |
-0.25 |
| Omega: |
2.02 |
| Rho: |
1.45 |
Quote data
| Open: |
4.05 |
| High: |
4.05 |
| Low: |
3.95 |
| Previous Close: |
4.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.47% |
| 1 Month |
|
|
+37.37% |
| 3 Months |
|
|
+25.63% |
| YTD |
|
|
+66.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.03 |
3.66 |
| 1M High / 1M Low: |
4.03 |
2.77 |
| 6M High / 6M Low: |
4.03 |
2.34 |
| High (YTD): |
8/15/2024 |
4.03 |
| Low (YTD): |
1/5/2024 |
1.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.54% |
| Volatility 6M: |
|
69.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
