Goldman Sachs Call 120 ALV 21.06.2024
/ DE000GQ8ZKU0
Goldman Sachs Call 120 ALV 21.06..../ DE000GQ8ZKU0 /
| 03/06/2024 09:18:04 |
Chg.+0.180 |
Bid16:23:14 |
Ask16:23:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+24.66% |
0.820
Bid Size: 10,000 |
0.890
Ask Size: 10,000 |
Autoliv Inc |
120.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
GQ8ZKU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
16/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
0.70 |
| Time value: |
0.18 |
| Break-even: |
119.37 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.07 |
| Spread %: |
8.64% |
| Delta: |
0.76 |
| Theta: |
-0.10 |
| Omega: |
10.19 |
| Rho: |
0.04 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+102.22% |
| 3 Months |
|
|
+65.45% |
| YTD |
|
|
+78.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.710 |
| 1M High / 1M Low: |
0.950 |
0.430 |
| 6M High / 6M Low: |
0.950 |
0.230 |
| High (YTD): |
29/05/2024 |
0.950 |
| Low (YTD): |
24/01/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.813 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.76% |
| Volatility 6M: |
|
229.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
