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Goldman Sachs Call 160 HMSB 20.12.../  DE000GQ4VDJ6  /

EUWAX
2024-06-07  10:00:13 AM Chg.+0.15 Bid10:54:07 AM Ask10:54:07 AM Underlying Strike price Expiration date Option type
3.25EUR +4.84% 3.20
Bid Size: 10,000		 3.27
Ask Size: 10,000		 HENNES + MAURITZ B S... 160.00 - 2024-12-20 Call
 

Master data

WKN: GQ4VDJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HENNES + MAURITZ B SK-125
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-09-15
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.39
Historic volatility: 0.36
Parity: -143.71
Time value: 3.14
Break-even: 163.14
Moneyness: 0.10
Premium: 9.01
Premium p.a.: 72.02
Spread abs.: 0.10
Spread %: 3.29%
Delta: 0.34
Theta: -0.03
Omega: 1.75
Rho: 0.01
 

Quote data

Open: 3.25
High: 3.25
Low: 3.25
Previous Close: 3.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+48.40%
3 Months  
+277.91%
YTD  
+1.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.29 2.95
1M High / 1M Low: 3.40 2.08
6M High / 6M Low: 3.44 0.84
High (YTD): 2024-05-24 3.40
Low (YTD): 2024-02-29 0.84
52W High: - -
52W Low: - -
Avg. price 1W:   3.10
Avg. volume 1W:   0.00
Avg. price 1M:   2.81
Avg. volume 1M:   0.00
Avg. price 6M:   2.08
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.21%
Volatility 6M:   177.41%
Volatility 1Y:   -
Volatility 3Y:   -