Goldman Sachs Call 150 ADS 20.09.2024
/ DE000GQ70HU4
Goldman Sachs Call 150 ADS 20.09..../ DE000GQ70HU4 /
30/05/2024 09:22:08 |
Chg.+0.44 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
8.21EUR |
+5.66% |
- Bid Size: - |
- Ask Size: - |
ADIDAS AG NA O.N. |
150.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
GQ70HU |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.89 |
Intrinsic value: |
7.71 |
Implied volatility: |
0.71 |
Historic volatility: |
0.29 |
Parity: |
7.71 |
Time value: |
0.68 |
Break-even: |
233.90 |
Moneyness: |
1.51 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.98 |
Spread %: |
13.23% |
Delta: |
0.90 |
Theta: |
-0.08 |
Omega: |
2.44 |
Rho: |
0.37 |
Quote data
Open: |
8.21 |
High: |
8.21 |
Low: |
8.21 |
Previous Close: |
7.77 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.62% |
1 Month |
|
|
-1.08% |
3 Months |
|
|
+75.43% |
YTD |
|
|
+84.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.77 |
7.42 |
1M High / 1M Low: |
8.39 |
7.34 |
6M High / 6M Low: |
8.60 |
2.75 |
High (YTD): |
29/04/2024 |
8.60 |
Low (YTD): |
24/01/2024 |
2.75 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.31 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.86% |
Volatility 6M: |
|
108.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |