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Goldman Sachs Call 800 RAA 20.12..../  DE000GQ70C23  /

EUWAX
06/11/2024  18:23:42 Chg.- Bid20:31:55 Ask20:31:55 Underlying Strike price Expiration date Option type
0.980EUR - 0.670
Bid Size: 5,000		 0.740
Ask Size: 5,000		 RATIONAL AG 800.00 EUR 20/12/2024 Call
 

Master data

WKN: GQ70C2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 800.00 EUR
Maturity: 20/12/2024
Issue date: 09/10/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 7.92
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.88
Implied volatility: 0.48
Historic volatility: 0.27
Parity: 0.88
Time value: 0.25
Break-even: 912.00
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.26
Spread abs.: 0.07
Spread %: 6.67%
Delta: 0.77
Theta: -0.57
Omega: 6.09
Rho: 0.67
 

Quote data

Open: 1.190
High: 1.190
Low: 0.980
Previous Close: 1.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.04%
1 Month
  -16.95%
3 Months
  -13.27%
YTD  
+63.33%
1 Year  
+262.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.980
1M High / 1M Low: 1.450 0.980
6M High / 6M Low: 1.450 0.480
High (YTD): 28/10/2024 1.450
Low (YTD): 05/01/2024 0.400
52W High: 28/10/2024 1.450
52W Low: 30/11/2023 0.250
Avg. price 1W:   1.058
Avg. volume 1W:   0.000
Avg. price 1M:   1.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.997
Avg. volume 6M:   0.000
Avg. price 1Y:   0.825
Avg. volume 1Y:   0.000
Volatility 1M:   102.27%
Volatility 6M:   176.08%
Volatility 1Y:   159.45%
Volatility 3Y:   -