Goldman Sachs Call 12 SZU 21.06.2024
/ DE000GQ9DD43
Goldman Sachs Call 12 SZU 21.06.2.../ DE000GQ9DD43 /
| 5/27/2024 4:19:45 PM |
Chg.0.00 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SUEDZUCKER AG O.N. |
12.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
1/23/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.21 |
| Parity: |
1.91 |
| Time value: |
0.56 |
| Break-even: |
14.47 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.59 |
| Spread %: |
31.38% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
4.32 |
| Rho: |
0.01 |
Quote data
| Open: |
1.98 |
| High: |
2.00 |
| Low: |
1.98 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.68% |
| 1 Month |
|
|
+51.52% |
| 3 Months |
|
|
+22.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
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: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
