Goldman Sachs Call 120 ALV 21.06.2024
/ DE000GQ8ZKU0
Goldman Sachs Call 120 ALV 21.06..../ DE000GQ8ZKU0 /
| 6/14/2024 11:21:02 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
Autoliv Inc |
120.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
11/16/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
-0.59 |
| Time value: |
0.12 |
| Break-even: |
112.93 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
27.65 |
| Spread abs.: |
0.07 |
| Spread %: |
148.94% |
| Delta: |
0.25 |
| Theta: |
-0.19 |
| Omega: |
22.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-85.19% |
| 1 Month |
|
|
-91.49% |
| 3 Months |
|
|
-95.45% |
| YTD |
|
|
-92.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.050 |
| 1M High / 1M Low: |
0.950 |
0.050 |
| 6M High / 6M Low: |
0.950 |
0.050 |
| High (YTD): |
5/29/2024 |
0.950 |
| Low (YTD): |
6/13/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
438.35% |
| Volatility 6M: |
|
267.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
