Goldman Sachs Call 450 MDO 16.01..../  DE000GG2YJC8  /

EUWAX
6/14/2024  11:13:37 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.050EUR 0.00% -
Bid Size: -
-
Ask Size: -
MCDONALDS CORP. DL... 450.00 - 1/16/2026 Call
 

Master data

WKN: GG2YJC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MCDONALDS CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 1/16/2026
Issue date: 2/1/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 234.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.14
Parity: -21.31
Time value: 0.10
Break-even: 451.01
Moneyness: 0.53
Premium: 0.90
Premium p.a.: 0.50
Spread abs.: 0.05
Spread %: 98.04%
Delta: 0.04
Theta: -0.01
Omega: 9.08
Rho: 0.13
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -16.67%
3 Months
  -58.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.050
1M High / 1M Low: 0.070 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -