Goldman Sachs Call 900 RAA 20.12.2024
/ DE000GQ3ACG0
Goldman Sachs Call 900 RAA 20.12..../ DE000GQ3ACG0 /
| 2024-07-12 12:21:56 PM |
Chg.-0.010 |
Bid12:56:58 PM |
Ask12:56:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.250
Bid Size: 10,000 |
0.300
Ask Size: 3,000 |
RATIONAL AG |
900.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
GQ3ACG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-1.32 |
| Time value: |
0.31 |
| Break-even: |
931.10 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.08 |
| Spread %: |
32.91% |
| Delta: |
0.31 |
| Theta: |
-0.21 |
| Omega: |
7.61 |
| Rho: |
0.91 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-53.85% |
| 3 Months |
|
|
-52.00% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.230 |
| 1M High / 1M Low: |
0.520 |
0.230 |
| 6M High / 6M Low: |
0.610 |
0.230 |
| High (YTD): |
2024-03-27 |
0.610 |
| Low (YTD): |
2024-07-10 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.418 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.64% |
| Volatility 6M: |
|
178.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
