Goldman Sachs Call 930 PLD 02.10.2024
/ DE000GQ66NX4
Goldman Sachs Call 930 PLD 02.10..../ DE000GQ66NX4 /
9/4/2024 8:22:34 AM |
Chg.-0.040 |
Bid9/4/2024 |
Ask9/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-8.51% |
0.430 Bid Size: 50,000 |
0.450 Ask Size: 50,000 |
PALLADIUM (Fixing) |
930.00 USD |
10/2/2024 |
Call |
Master data
WKN: |
GQ66NX |
Issuer: |
Goldman Sachs & Co |
Currency: |
EUR |
Underlying: |
PALLADIUM (Fixing) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
930.00 USD |
Maturity: |
10/2/2024 |
Issue date: |
2/28/2024 |
Last trading day: |
10/1/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
12.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.52 |
Historic volatility: |
0.33 |
Parity: |
0.32 |
Time value: |
0.37 |
Break-even: |
909.32 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.02 |
Spread %: |
2.99% |
Delta: |
0.64 |
Theta: |
-0.88 |
Omega: |
8.03 |
Rho: |
0.39 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.69% |
1 Month |
|
|
+7.50% |
3 Months |
|
|
-44.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.470 |
1M High / 1M Low: |
0.680 |
0.240 |
6M High / 6M Low: |
2.120 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.516 |
Avg. volume 1M: |
|
5,090.909 |
Avg. price 6M: |
|
1.075 |
Avg. volume 6M: |
|
868.217 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.79% |
Volatility 6M: |
|
227.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |