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Goldman Sachs Call 250 SIE 20.09..../  DE000GQ9D5C0  /

EUWAX
2024-05-28  1:42:28 PM Chg.+0.001 Bid5:35:13 PM Ask5:35:13 PM Underlying Strike price Expiration date Option type
0.020EUR +5.26% 0.018
Bid Size: 10,000		 0.088
Ask Size: 5,000		 SIEMENS AG NA O.N. 250.00 EUR 2024-09-20 Call
 

Master data

WKN: GQ9D5C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 2024-09-20
Issue date: 2023-11-22
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 198.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -7.11
Time value: 0.09
Break-even: 250.90
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 1.92
Spread abs.: 0.07
Spread %: 350.00%
Delta: 0.06
Theta: -0.02
Omega: 12.52
Rho: 0.03
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.019
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -4.76%
3 Months
  -62.96%
YTD
  -71.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.012
1M High / 1M Low: 0.037 0.012
6M High / 6M Low: 0.090 0.012
High (YTD): 2024-03-18 0.090
Low (YTD): 2024-05-21 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.04%
Volatility 6M:   222.50%
Volatility 1Y:   -
Volatility 3Y:   -