Goldman Sachs Call 180 DHR 21.06.2024
/ DE000GQ84TN5
Goldman Sachs Call 180 DHR 21.06..../ DE000GQ84TN5 /
| 6/10/2024 9:03:40 AM |
Chg.-0.40 |
Bid4:33:39 PM |
Ask4:33:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.73EUR |
-4.92% |
7.71
Bid Size: 5,000 |
7.91
Ask Size: 5,000 |
Danaher Corporation |
180.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.73 |
| Intrinsic value: |
7.71 |
| Implied volatility: |
1.57 |
| Historic volatility: |
0.21 |
| Parity: |
7.71 |
| Time value: |
0.22 |
| Break-even: |
246.29 |
| Moneyness: |
1.46 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.20 |
| Spread %: |
2.59% |
| Delta: |
0.94 |
| Theta: |
-0.39 |
| Omega: |
2.88 |
| Rho: |
0.05 |
Quote data
| Open: |
7.73 |
| High: |
7.73 |
| Low: |
7.73 |
| Previous Close: |
8.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.66% |
| 1 Month |
|
|
+13.34% |
| 3 Months |
|
|
+8.72% |
| YTD |
|
|
+41.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.14 |
7.18 |
| 1M High / 1M Low: |
8.15 |
6.79 |
| 6M High / 6M Low: |
8.15 |
4.59 |
| High (YTD): |
5/23/2024 |
8.15 |
| Low (YTD): |
1/15/2024 |
4.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.37 |
| Avg. volume 6M: |
|
8.06 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.73% |
| Volatility 6M: |
|
72.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
