Goldman Sachs Call 100 ALV 21.06.2024
/ DE000GQ8ZL14
Goldman Sachs Call 100 ALV 21.06..../ DE000GQ8ZL14 /
| 6/17/2024 10:18:58 AM |
Chg.-0.18 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-15.93% |
-
Bid Size: - |
-
Ask Size: - |
Autoliv Inc |
100.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
GQ8ZL1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/16/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.25 |
| Parity: |
0.87 |
| Time value: |
0.12 |
| Break-even: |
103.33 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.10 |
| Spread %: |
11.24% |
| Delta: |
0.82 |
| Theta: |
-0.36 |
| Omega: |
8.43 |
| Rho: |
0.01 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.51% |
| 1 Month |
|
|
-61.38% |
| 3 Months |
|
|
-56.42% |
| YTD |
|
|
-36.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.13 |
| 1M High / 1M Low: |
2.74 |
1.13 |
| 6M High / 6M Low: |
2.74 |
0.84 |
| High (YTD): |
5/29/2024 |
2.74 |
| Low (YTD): |
1/24/2024 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.62% |
| Volatility 6M: |
|
126.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
