Goldman Sachs Call 150 TXN 21.06.2024
/ DE000GQ52A84
Goldman Sachs Call 150 TXN 21.06..../ DE000GQ52A84 /
| 2024-06-07 10:08:45 AM |
Chg.-0.01 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.30EUR |
-0.23% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ52A8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.21 |
| Parity: |
4.25 |
| Time value: |
0.13 |
| Break-even: |
181.52 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
1.62% |
| Delta: |
0.93 |
| Theta: |
-0.18 |
| Omega: |
3.83 |
| Rho: |
0.05 |
Quote data
| Open: |
4.30 |
| High: |
4.30 |
| Low: |
4.30 |
| Previous Close: |
4.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.14% |
| 1 Month |
|
|
+36.94% |
| 3 Months |
|
|
+62.88% |
| YTD |
|
|
+74.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.33 |
3.99 |
| 1M High / 1M Low: |
4.98 |
3.14 |
| 6M High / 6M Low: |
4.98 |
1.34 |
| High (YTD): |
2024-05-23 |
4.98 |
| Low (YTD): |
2024-04-22 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.44% |
| Volatility 6M: |
|
162.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
