Goldman Sachs Call 50 NEE 21.06.2024
/ DE000GQ6J1M5
Goldman Sachs Call 50 NEE 21.06.2.../ DE000GQ6J1M5 /
| 6/4/2024 10:15:43 AM |
Chg.-0.20 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
-7.25% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
50.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
GQ6J1M |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/5/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.26 |
| Parity: |
2.54 |
| Time value: |
0.08 |
| Break-even: |
72.04 |
| Moneyness: |
1.55 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
1.95% |
| Delta: |
0.94 |
| Theta: |
-0.09 |
| Omega: |
2.55 |
| Rho: |
0.02 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.99% |
| 1 Month |
|
|
+43.02% |
| 3 Months |
|
|
+306.35% |
| YTD |
|
|
+120.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.43 |
| 1M High / 1M Low: |
2.76 |
1.90 |
| 6M High / 6M Low: |
2.76 |
0.63 |
| High (YTD): |
6/3/2024 |
2.76 |
| Low (YTD): |
3/5/2024 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.81% |
| Volatility 6M: |
|
106.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
