Goldman Sachs Call 260 HD 21.06.2024
/ DE000GQ7ZXQ3
Goldman Sachs Call 260 HD 21.06.2.../ DE000GQ7ZXQ3 /
| 10/06/2024 10:38:42 |
Chg.-0.30 |
Bid13:44:39 |
Ask13:44:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.32EUR |
-4.53% |
6.20
Bid Size: 5,000 |
6.40
Ask Size: 5,000 |
Home Depot Inc |
260.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
GQ7ZXQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.25 |
| Intrinsic value: |
6.22 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.17 |
| Parity: |
6.22 |
| Time value: |
0.14 |
| Break-even: |
304.81 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
0.79% |
| Delta: |
0.94 |
| Theta: |
-0.26 |
| Omega: |
4.51 |
| Rho: |
0.07 |
Quote data
| Open: |
6.32 |
| High: |
6.32 |
| Low: |
6.32 |
| Previous Close: |
6.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.59% |
| 1 Month |
|
|
-21.98% |
| 3 Months |
|
|
-42.60% |
| YTD |
|
|
-24.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.99 |
6.31 |
| 1M High / 1M Low: |
8.24 |
6.01 |
| 6M High / 6M Low: |
12.83 |
6.01 |
| High (YTD): |
22/03/2024 |
12.83 |
| Low (YTD): |
28/05/2024 |
6.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.10% |
| Volatility 6M: |
|
67.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
