Goldman Sachs Call 500 RAA 20.12.2024
/ DE000GQ7Y2N1
Goldman Sachs Call 500 RAA 20.12..../ DE000GQ7Y2N1 /
| 7/17/2024 2:08:21 PM |
Chg.-0.13 |
Bid3:25:48 PM |
Ask3:25:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-4.50% |
2.76
Bid Size: 10,000 |
2.81
Ask Size: 3,000 |
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: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.27 |
| Parity: |
2.76 |
| Time value: |
0.23 |
| Break-even: |
799.00 |
| Moneyness: |
1.55 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
2.40% |
| Delta: |
0.91 |
| Theta: |
-0.20 |
| Omega: |
2.36 |
| Rho: |
1.74 |
Quote data
| Open: |
2.81 |
| High: |
2.81 |
| Low: |
2.76 |
| Previous Close: |
2.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.13% |
| 1 Month |
|
|
-10.39% |
| 3 Months |
|
|
-9.21% |
| YTD |
|
|
+15.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.94 |
2.82 |
| 1M High / 1M Low: |
3.55 |
2.80 |
| 6M High / 6M Low: |
3.55 |
2.34 |
| High (YTD): |
6/27/2024 |
3.55 |
| Low (YTD): |
1/5/2024 |
1.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.46% |
| Volatility 6M: |
|
62.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
