Goldman Sachs Call 25 GM 21.06.2024
/ DE000GQ873T5
Goldman Sachs Call 25 GM 21.06.20.../ DE000GQ873T5 /
| 2024-06-06 10:48:47 AM |
Chg.+0.05 |
Bid6:23:53 PM |
Ask6:23:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
+2.72% |
1.88
Bid Size: 50,000 |
1.89
Ask Size: 50,000 |
General Motors Compa... |
25.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ873T |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
General Motors Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
1.76 |
| Historic volatility: |
0.26 |
| Parity: |
1.90 |
| Time value: |
0.02 |
| Break-even: |
42.19 |
| Moneyness: |
1.82 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.97 |
| Theta: |
-0.04 |
| Omega: |
2.12 |
| Rho: |
0.01 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+1.61% |
| 3 Months |
|
|
+26.85% |
| YTD |
|
|
+75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.62 |
| 1M High / 1M Low: |
1.93 |
1.62 |
| 6M High / 6M Low: |
1.96 |
0.87 |
| High (YTD): |
2024-04-30 |
1.96 |
| Low (YTD): |
2024-01-18 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.74% |
| Volatility 6M: |
|
69.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
