Goldman Sachs Call 100 ILMN 21.06.2024
/ DE000GQ7XTB8
Goldman Sachs Call 100 ILMN 21.06.../ DE000GQ7XTB8 /
| 2024-06-14 11:27:58 AM |
Chg.-0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ7XTB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.37 |
| Parity: |
0.81 |
| Time value: |
0.14 |
| Break-even: |
102.92 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.15 |
| Spread %: |
18.75% |
| Delta: |
0.79 |
| Theta: |
-0.27 |
| Omega: |
8.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.00% |
| 1 Month |
|
|
-45.81% |
| 3 Months |
|
|
-72.28% |
| YTD |
|
|
-81.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.840 |
| 1M High / 1M Low: |
1.550 |
0.520 |
| 6M High / 6M Low: |
4.830 |
0.520 |
| High (YTD): |
2024-01-30 |
4.830 |
| Low (YTD): |
2024-06-05 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
462.89% |
| Volatility 6M: |
|
213.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
