Goldman Sachs Call 25 GM 21.06.2024
/ DE000GQ873T5
Goldman Sachs Call 25 GM 21.06.20.../ DE000GQ873T5 /
| 13/06/2024 11:36:43 |
Chg.+0.05 |
Bid19:54:51 |
Ask19:54:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+2.30% |
2.11
Bid Size: 50,000 |
2.12
Ask Size: 5,000 |
General Motors Compa... |
25.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
3.32 |
| Historic volatility: |
0.26 |
| Parity: |
2.21 |
| Time value: |
0.06 |
| Break-even: |
45.82 |
| Moneyness: |
1.95 |
| Premium: |
0.01 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.07 |
| Spread %: |
3.18% |
| Delta: |
0.95 |
| Theta: |
-0.15 |
| Omega: |
1.88 |
| Rho: |
0.00 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.46% |
| 1 Month |
|
|
+17.46% |
| 3 Months |
|
|
+66.92% |
| YTD |
|
|
+105.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.88 |
| 1M High / 1M Low: |
2.17 |
1.62 |
| 6M High / 6M Low: |
2.17 |
0.88 |
| High (YTD): |
12/06/2024 |
2.17 |
| Low (YTD): |
18/01/2024 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.57% |
| Volatility 6M: |
|
70.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
