Goldman Sachs Call 600 RAA 20.12.2024
/ DE000GP4Q1Q1
Goldman Sachs Call 600 RAA 20.12..../ DE000GP4Q1Q1 /
| 15/10/2024 17:47:43 |
Chg.-0.02 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.21EUR |
-0.62% |
-
Bid Size: - |
-
Ask Size: - |
RATIONAL AG |
600.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
GP4Q1Q |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
15/05/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.27 |
| Parity: |
3.16 |
| Time value: |
0.19 |
| Break-even: |
934.00 |
| Moneyness: |
1.53 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
4.70% |
| Delta: |
0.91 |
| Theta: |
-0.43 |
| Omega: |
2.51 |
| Rho: |
0.91 |
Quote data
| Open: |
3.28 |
| High: |
3.31 |
| Low: |
3.21 |
| Previous Close: |
3.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.29% |
| 1 Month |
|
|
+8.08% |
| 3 Months |
|
|
+60.50% |
| YTD |
|
|
+99.38% |
| 1 Year |
|
|
+245.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.23 |
2.99 |
| 1M High / 1M Low: |
3.28 |
2.91 |
| 6M High / 6M Low: |
3.28 |
1.85 |
| High (YTD): |
02/10/2024 |
3.28 |
| Low (YTD): |
05/01/2024 |
1.22 |
| 52W High: |
02/10/2024 |
3.28 |
| 52W Low: |
27/10/2023 |
0.55 |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
56.32% |
| Volatility 6M: |
|
88.03% |
| Volatility 1Y: |
|
97.07% |
| Volatility 3Y: |
|
- |
