Goldman Sachs Call 90 SNW 20.09.2024
/ DE000GQ8JWJ2
Goldman Sachs Call 90 SNW 20.09.2.../ DE000GQ8JWJ2 /
| 8/16/2024 10:59:51 AM |
Chg.+0.050 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
90.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
GQ8JWJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
0.80 |
| Time value: |
0.28 |
| Break-even: |
100.70 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.15 |
| Spread %: |
16.30% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
6.82 |
| Rho: |
0.06 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.35% |
| 1 Month |
|
|
+73.08% |
| 3 Months |
|
|
+73.08% |
| YTD |
|
|
+52.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.680 |
| 1M High / 1M Low: |
0.850 |
0.490 |
| 6M High / 6M Low: |
0.850 |
0.250 |
| High (YTD): |
1/10/2024 |
0.980 |
| Low (YTD): |
4/18/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.89% |
| Volatility 6M: |
|
209.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
