Goldman Sachs Call 500 RAA 20.12.2024
/ DE000GQ7Y2N1
Goldman Sachs Call 500 RAA 20.12..../ DE000GQ7Y2N1 /
| 2024-07-12 10:52:51 AM |
Chg.+0.02 |
Bid12:46:56 PM |
Ask12:46:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
+0.70% |
2.88
Bid Size: 5,000 |
2.93
Ask Size: 3,000 |
RATIONAL AG |
500.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.69 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
2.69 |
| Time value: |
0.26 |
| Break-even: |
794.00 |
| Moneyness: |
1.54 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
3.52% |
| Delta: |
0.90 |
| Theta: |
-0.21 |
| Omega: |
2.36 |
| Rho: |
1.76 |
Quote data
| Open: |
2.88 |
| High: |
2.88 |
| Low: |
2.88 |
| Previous Close: |
2.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.04% |
| 1 Month |
|
|
-16.76% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
+21.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.94 |
2.80 |
| 1M High / 1M Low: |
3.55 |
2.80 |
| 6M High / 6M Low: |
3.55 |
2.34 |
| High (YTD): |
2024-06-27 |
3.55 |
| Low (YTD): |
2024-01-05 |
1.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.73% |
| Volatility 6M: |
|
62.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
