Goldman Sachs Call 500 RAA 20.12.2024
/ DE000GQ7Y2N1
Goldman Sachs Call 500 RAA 20.12..../ DE000GQ7Y2N1 /
2024-06-28 6:19:59 PM |
Chg.-0.58 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.97EUR |
-16.34% |
- Bid Size: - |
- Ask Size: - |
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: |
2.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.86 |
Intrinsic value: |
2.78 |
Implied volatility: |
0.63 |
Historic volatility: |
0.27 |
Parity: |
2.78 |
Time value: |
0.29 |
Break-even: |
806.00 |
Moneyness: |
1.56 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.10 |
Spread %: |
3.38% |
Delta: |
0.90 |
Theta: |
-0.21 |
Omega: |
2.28 |
Rho: |
1.87 |
Quote data
Open: |
3.29 |
High: |
3.36 |
Low: |
2.97 |
Previous Close: |
3.55 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.62% |
1 Month |
|
|
-6.01% |
3 Months |
|
|
-6.60% |
YTD |
|
|
+24.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.55 |
2.97 |
1M High / 1M Low: |
3.55 |
2.89 |
6M High / 6M Low: |
3.55 |
1.91 |
High (YTD): |
2024-06-27 |
3.55 |
Low (YTD): |
2024-01-05 |
1.91 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.91 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.33% |
Volatility 6M: |
|
70.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |