Goldman Sachs Call 53.33 WMT 20.09.2024
/ DE000GQ8XGH0
Goldman Sachs Call 53.33 WMT 20.0.../ DE000GQ8XGH0 /
| 7/26/2024 9:34:38 AM |
Chg.-0.14 |
Bid9:05:26 PM |
Ask9:05:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.74EUR |
-2.87% |
4.56
Bid Size: 10,000 |
4.57
Ask Size: 10,000 |
Walmart Inc |
53.33 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GQ8XGH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.33 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.70 |
| Intrinsic value: |
4.61 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
4.61 |
| Time value: |
0.13 |
| Break-even: |
64.95 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.64% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.94 |
| Rho: |
0.07 |
Quote data
| Open: |
4.74 |
| High: |
4.74 |
| Low: |
4.74 |
| Previous Close: |
4.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
+13.94% |
| 3 Months |
|
|
+106.99% |
| YTD |
|
|
+374.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.94 |
4.82 |
| 1M High / 1M Low: |
4.99 |
4.16 |
| 6M High / 6M Low: |
4.99 |
1.28 |
| High (YTD): |
7/18/2024 |
4.99 |
| Low (YTD): |
1/5/2024 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.41% |
| Volatility 6M: |
|
96.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
