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Goldman Sachs Call 900 RAA 20.12..../  DE000GQ3ACG0  /

EUWAX
15/10/2024  18:21:19 Chg.0.000 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.540EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 RATIONAL AG 900.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 31/08/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 14.77
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.16
Implied volatility: 0.33
Historic volatility: 0.27
Parity: 0.16
Time value: 0.47
Break-even: 962.00
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.32
Spread abs.: 0.10
Spread %: 19.23%
Delta: 0.59
Theta: -0.42
Omega: 8.74
Rho: 0.87
 

Quote data

Open: 0.630
High: 0.630
Low: 0.540
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.58%
1 Month  
+3.85%
3 Months  
+107.69%
YTD  
+50.00%
1 Year  
+157.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.410
1M High / 1M Low: 0.620 0.410
6M High / 6M Low: 0.730 0.200
High (YTD): 30/08/2024 0.730
Low (YTD): 02/08/2024 0.200
52W High: 30/08/2024 0.730
52W Low: 30/10/2023 0.150
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.517
Avg. volume 1M:   0.000
Avg. price 6M:   0.443
Avg. volume 6M:   0.000
Avg. price 1Y:   0.387
Avg. volume 1Y:   0.000
Volatility 1M:   230.92%
Volatility 6M:   228.72%
Volatility 1Y:   192.32%
Volatility 3Y:   -