Goldman Sachs Call 3 NOA3 20.06.2024
/ DE000GQ7L8S2
Goldman Sachs Call 3 NOA3 20.06.2.../ DE000GQ7L8S2 /
2024-05-29 9:56:57 AM |
Chg.-0.030 |
Bid11:33:49 AM |
Ask11:33:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-5.17% |
0.550 Bid Size: 50,000 |
0.560 Ask Size: 50,000 |
NOKIA OYJ EO-,06 |
3.00 EUR |
2024-06-20 |
Call |
Master data
WKN: |
GQ7L8S |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NOKIA OYJ EO-,06 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.00 EUR |
Maturity: |
2024-06-20 |
Issue date: |
2023-10-18 |
Last trading day: |
2024-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.64 |
Historic volatility: |
0.27 |
Parity: |
0.57 |
Time value: |
0.04 |
Break-even: |
3.61 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
5.17% |
Delta: |
0.89 |
Theta: |
0.00 |
Omega: |
5.19 |
Rho: |
0.00 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.580 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
+12.24% |
3 Months |
|
|
+37.50% |
YTD |
|
|
+52.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.560 |
1M High / 1M Low: |
0.690 |
0.460 |
6M High / 6M Low: |
0.690 |
0.190 |
High (YTD): |
2024-05-15 |
0.690 |
Low (YTD): |
2024-04-18 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.596 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.553 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.421 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.75% |
Volatility 6M: |
|
211.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |