Goldman Sachs Call 180 DHR 21.06.2024
/ DE000GQ84TN5
Goldman Sachs Call 180 DHR 21.06..../ DE000GQ84TN5 /
| 2024-06-19 10:08:23 AM |
Chg.+0.29 |
Bid2:18:50 PM |
Ask2:18:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.24EUR |
+4.17% |
7.25
Bid Size: 1,000 |
7.95
Ask Size: 1,000 |
Danaher Corporation |
180.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ84TN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.22 |
| Intrinsic value: |
7.22 |
| Implied volatility: |
3.87 |
| Historic volatility: |
0.21 |
| Parity: |
7.22 |
| Time value: |
0.29 |
| Break-even: |
242.72 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
8.12 |
| Spread abs.: |
0.30 |
| Spread %: |
4.16% |
| Delta: |
0.92 |
| Theta: |
-2.61 |
| Omega: |
2.93 |
| Rho: |
0.01 |
Quote data
| Open: |
7.24 |
| High: |
7.24 |
| Low: |
7.24 |
| Previous Close: |
6.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.11% |
| 1 Month |
|
|
-9.16% |
| 3 Months |
|
|
+6.16% |
| YTD |
|
|
+32.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.84 |
6.95 |
| 1M High / 1M Low: |
8.15 |
6.80 |
| 6M High / 6M Low: |
8.15 |
4.66 |
| High (YTD): |
2024-05-23 |
8.15 |
| Low (YTD): |
2024-01-15 |
4.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.50 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.62% |
| Volatility 6M: |
|
73.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
