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

EUWAX
9/20/2024  9:23:25 AM Chg.-0.010 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
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: 123.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.15
Parity: -18.41
Time value: 0.22
Break-even: 452.15
Moneyness: 0.59
Premium: 0.70
Premium p.a.: 0.49
Spread abs.: 0.10
Spread %: 86.96%
Delta: 0.07
Theta: -0.01
Omega: 8.56
Rho: 0.21
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.67%
3 Months  
+25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.120 0.090
6M High / 6M Low: 0.120 0.040
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.04%
Volatility 6M:   207.84%
Volatility 1Y:   -
Volatility 3Y:   -