Goldman Sachs Call 12 SZU 21.06.2024
/ DE000GQ9DD43
Goldman Sachs Call 12 SZU 21.06.2.../ DE000GQ9DD43 /
2024-05-28 3:28:38 PM |
Chg.-0.11 |
Bid4:56:28 PM |
Ask4:56:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.89EUR |
-5.50% |
1.82 Bid Size: 2,000 |
2.02 Ask Size: 1,000 |
SUEDZUCKER AG O.N. |
12.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
GQ9DD4 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SUEDZUCKER AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-01-23 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.88 |
Intrinsic value: |
1.85 |
Implied volatility: |
1.17 |
Historic volatility: |
0.21 |
Parity: |
1.85 |
Time value: |
0.81 |
Break-even: |
14.66 |
Moneyness: |
1.15 |
Premium: |
0.06 |
Premium p.a.: |
1.37 |
Spread abs.: |
0.70 |
Spread %: |
35.71% |
Delta: |
0.74 |
Theta: |
-0.03 |
Omega: |
3.84 |
Rho: |
0.00 |
Quote data
Open: |
1.93 |
High: |
1.93 |
Low: |
1.89 |
Previous Close: |
2.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.27% |
1 Month |
|
|
+43.18% |
3 Months |
|
|
+18.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.13 |
1.94 |
1M High / 1M Low: |
2.20 |
1.36 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |