Goldman Sachs Call 180 MTX 21.06.2024
/ DE000GQ7Y208
Goldman Sachs Call 180 MTX 21.06..../ DE000GQ7Y208 /
2024-06-17 4:27:39 PM |
Chg.+0.08 |
Bid6:01:37 PM |
Ask6:01:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.57EUR |
+1.78% |
4.54 Bid Size: 1,000 |
5.04 Ask Size: 1,000 |
MTU AERO ENGINES NA ... |
180.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
GQ7Y20 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MTU AERO ENGINES NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-25 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.45 |
Intrinsic value: |
4.44 |
Implied volatility: |
2.93 |
Historic volatility: |
0.27 |
Parity: |
4.44 |
Time value: |
0.85 |
Break-even: |
232.90 |
Moneyness: |
1.25 |
Premium: |
0.04 |
Premium p.a.: |
28.74 |
Spread abs.: |
0.30 |
Spread %: |
6.01% |
Delta: |
0.81 |
Theta: |
-2.35 |
Omega: |
3.43 |
Rho: |
0.01 |
Quote data
Open: |
4.53 |
High: |
4.57 |
Low: |
4.48 |
Previous Close: |
4.49 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.12% |
1 Month |
|
|
-8.23% |
3 Months |
|
|
-1.30% |
YTD |
|
|
+82.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.59 |
4.49 |
1M High / 1M Low: |
5.59 |
4.49 |
6M High / 6M Low: |
5.86 |
2.06 |
High (YTD): |
2024-05-15 |
5.86 |
Low (YTD): |
2024-01-03 |
2.41 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.48% |
Volatility 6M: |
|
100.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |