Goldman Sachs Call 840 PLT 03.12..../  DE000GQ6P7E1  /

EUWAX
2024-07-22  8:06:51 PM Chg.-0.10 Bid8:35:37 PM Ask8:35:37 PM Underlying Strike price Expiration date Option type
1.88EUR -5.05% 1.89
Bid Size: 30,000
1.92
Ask Size: 30,000
PLATINUM (Fixing) 840.00 USD 2025-12-03 Call
 

Master data

WKN: GQ6P7E
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: PLATINUM (Fixing)
Type: Warrant
Option type: Call
Strike price: 840.00 USD
Maturity: 2025-12-03
Issue date: 2024-05-08
Last trading day: 2025-12-02
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.16
Implied volatility: 0.29
Historic volatility: 0.22
Parity: 1.16
Time value: 0.85
Break-even: 971.71
Moneyness: 1.15
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 1.52%
Delta: 0.77
Theta: -0.14
Omega: 3.39
Rho: 6.57
 

Quote data

Open: 1.96
High: 1.96
Low: 1.84
Previous Close: 1.98
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.07%
1 Month
  -17.54%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.25 1.98
1M High / 1M Low: 2.51 1.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.13
Avg. volume 1W:   0.00
Avg. price 1M:   2.25
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -