Goldman Sachs Call 796.91 RAA 20.12.2024
/ DE000GZ694P2
Goldman Sachs Call 796.91 RAA 20..../ DE000GZ694P2 /
| 15/10/2024 15:46:49 |
Chg.+0.07 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
+5.22% |
-
Bid Size: - |
-
Ask Size: - |
RATIONAL AG |
796.91 - |
20/12/2024 |
Call |
Master data
| WKN: |
GZ694P |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
796.91 - |
| Maturity: |
20/12/2024 |
| Issue date: |
30/12/2022 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
1.19 |
| Time value: |
0.22 |
| Break-even: |
937.91 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.11 |
| Spread %: |
8.46% |
| Delta: |
0.82 |
| Theta: |
-0.38 |
| Omega: |
5.30 |
| Rho: |
1.10 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.40 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
+19.49% |
| 3 Months |
|
|
+127.42% |
| YTD |
|
|
+135.00% |
| 1 Year |
|
|
+340.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.12 |
| 1M High / 1M Low: |
1.42 |
1.12 |
| 6M High / 6M Low: |
1.45 |
0.50 |
| High (YTD): |
30/08/2024 |
1.45 |
| Low (YTD): |
05/01/2024 |
0.41 |
| 52W High: |
30/08/2024 |
1.45 |
| 52W Low: |
30/10/2023 |
0.20 |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
132.87% |
| Volatility 6M: |
|
174.96% |
| Volatility 1Y: |
|
156.78% |
| Volatility 3Y: |
|
- |
