Goldman Sachs Call 500 RAA 20.12.2024
/ DE000GQ7Y2N1
Goldman Sachs Call 500 RAA 20.12..../ DE000GQ7Y2N1 /
18/09/2024 15:25:53 |
Chg.-0.02 |
Bid16:38:47 |
Ask16:38:47 |
Underlying |
Strike price |
Expiration date |
Option type |
4.02EUR |
-0.50% |
3.99 Bid Size: 5,000 |
4.06 Ask Size: 2,000 |
RATIONAL AG |
500.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
25/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.01 |
Intrinsic value: |
3.97 |
Implied volatility: |
0.89 |
Historic volatility: |
0.28 |
Parity: |
3.97 |
Time value: |
0.17 |
Break-even: |
914.00 |
Moneyness: |
1.79 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.27 |
Spread %: |
6.98% |
Delta: |
0.94 |
Theta: |
-0.30 |
Omega: |
2.04 |
Rho: |
1.09 |
Quote data
Open: |
4.07 |
High: |
4.07 |
Low: |
4.02 |
Previous Close: |
4.04 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.15% |
1 Month |
|
|
+1.26% |
3 Months |
|
|
+20.36% |
YTD |
|
|
+68.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.04 |
3.83 |
1M High / 1M Low: |
4.22 |
3.74 |
6M High / 6M Low: |
4.22 |
2.63 |
High (YTD): |
30/08/2024 |
4.22 |
Low (YTD): |
05/01/2024 |
1.91 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.91 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.30 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.42% |
Volatility 6M: |
|
66.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |