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Goldman Sachs Call 180 AIL 21.06..../  DE000GQ2S458  /

EUWAX
03/06/2024  09:01:45 Chg.+0.180 Bid16:02:20 Ask16:02:20 Underlying Strike price Expiration date Option type
0.510EUR +54.55% 0.520
Bid Size: 20,000		 0.540
Ask Size: 20,000		 AIR LIQUIDE INH. EO ... 180.00 EUR 21/06/2024 Call
 

Master data

WKN: GQ2S45
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AIR LIQUIDE INH. EO 5,50
Type: Warrant
Option type: Call
Strike price: 180.00 EUR
Maturity: 21/06/2024
Issue date: 23/08/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.64
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.05
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 0.05
Time value: 0.42
Break-even: 184.67
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.60
Spread abs.: 0.20
Spread %: 74.91%
Delta: 0.54
Theta: -0.13
Omega: 20.92
Rho: 0.05
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.87%
1 Month  
+8.51%
3 Months
  -59.52%
YTD
  -32.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.290
1M High / 1M Low: 0.830 0.290
6M High / 6M Low: 1.860 0.280
High (YTD): 15/03/2024 1.860
Low (YTD): 12/02/2024 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.569
Avg. volume 1M:   0.000
Avg. price 6M:   0.842
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.51%
Volatility 6M:   314.13%
Volatility 1Y:   -
Volatility 3Y:   -