Goldman Sachs Call 700 RAA 20.12.2024
/ DE000GP5QRU1
Goldman Sachs Call 700 RAA 20.12..../ DE000GP5QRU1 /
8/9/2024 10:05:38 AM |
Chg.-0.02 |
Bid11:30:01 AM |
Ask11:30:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.90EUR |
-1.04% |
1.83 Bid Size: 5,000 |
1.88 Ask Size: 3,000 |
RATIONAL AG |
700.00 - |
12/20/2024 |
Call |
Master data
WKN: |
GP5QRU |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
RATIONAL AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 - |
Maturity: |
12/20/2024 |
Issue date: |
6/14/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.81 |
Intrinsic value: |
1.67 |
Implied volatility: |
0.49 |
Historic volatility: |
0.28 |
Parity: |
1.67 |
Time value: |
0.38 |
Break-even: |
904.00 |
Moneyness: |
1.24 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.10 |
Spread %: |
5.15% |
Delta: |
0.82 |
Theta: |
-0.30 |
Omega: |
3.49 |
Rho: |
1.85 |
Quote data
Open: |
1.90 |
High: |
1.90 |
Low: |
1.90 |
Previous Close: |
1.92 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+77.57% |
1 Month |
|
|
+74.31% |
3 Months |
|
|
+22.58% |
YTD |
|
|
+88.12% |
1 Year |
|
|
+106.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.93 |
0.94 |
1M High / 1M Low: |
1.93 |
0.94 |
6M High / 6M Low: |
1.93 |
0.94 |
High (YTD): |
8/7/2024 |
1.93 |
Low (YTD): |
1/5/2024 |
0.71 |
52W High: |
8/7/2024 |
1.93 |
52W Low: |
10/30/2023 |
0.30 |
Avg. price 1W: |
|
1.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.38 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.07 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
373.89% |
Volatility 6M: |
|
184.56% |
Volatility 1Y: |
|
157.23% |
Volatility 3Y: |
|
- |