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

EUWAX
9/13/2024  6:15:00 PM Chg.+0.060 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.520EUR +13.04% -
Bid Size: -		 -
Ask Size: -		 RATIONAL AG 900.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 8/31/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 16.44
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -0.26
Time value: 0.53
Break-even: 953.20
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.38
Spread abs.: 0.07
Spread %: 15.15%
Delta: 0.49
Theta: -0.35
Omega: 8.06
Rho: 1.01
 

Quote data

Open: 0.500
High: 0.520
Low: 0.500
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.93%
1 Month
  -1.89%
3 Months  
+18.18%
YTD  
+44.44%
1 Year  
+57.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.430
1M High / 1M Low: 0.730 0.430
6M High / 6M Low: 0.730 0.200
High (YTD): 8/30/2024 0.730
Low (YTD): 8/2/2024 0.200
52W High: 8/30/2024 0.730
52W Low: 10/30/2023 0.150
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.575
Avg. volume 1M:   0.000
Avg. price 6M:   0.434
Avg. volume 6M:   0.000
Avg. price 1Y:   0.363
Avg. volume 1Y:   0.000
Volatility 1M:   172.78%
Volatility 6M:   219.47%
Volatility 1Y:   183.73%
Volatility 3Y:   -