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: |
|
- |