Goldman Sachs Call 80 BMW 19.12.2025
/ DE000GG1QQ83
Goldman Sachs Call 80 BMW 19.12.2.../ DE000GG1QQ83 /
23/07/2024 16:13:59 |
Chg.-0.09 |
Bid17:05:32 |
Ask17:05:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.59EUR |
-5.36% |
1.61 Bid Size: 10,000 |
1.64 Ask Size: 3,000 |
BAY.MOTOREN WERKE AG... |
80.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
GG1QQ8 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
04/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.82 |
Intrinsic value: |
1.09 |
Implied volatility: |
0.19 |
Historic volatility: |
0.22 |
Parity: |
1.09 |
Time value: |
0.63 |
Break-even: |
97.20 |
Moneyness: |
1.14 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.15 |
Spread %: |
9.55% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
4.32 |
Rho: |
0.80 |
Quote data
Open: |
1.59 |
High: |
1.59 |
Low: |
1.59 |
Previous Close: |
1.68 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.71% |
1 Month |
|
|
+6.00% |
3 Months |
|
|
-42.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.69 |
1.47 |
1M High / 1M Low: |
1.75 |
1.42 |
6M High / 6M Low: |
3.55 |
1.42 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.59 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.58 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.32 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.98% |
Volatility 6M: |
|
82.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |