Goldman Sachs Call 50 WMT 20.09.2024
/ DE000GQ9ARU6
Goldman Sachs Call 50 WMT 20.09.2.../ DE000GQ9ARU6 /
| 2024-06-13 9:22:34 AM |
Chg.-0.09 |
Bid10:09:38 AM |
Ask10:09:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.75EUR |
-1.86% |
4.75
Bid Size: 10,000 |
4.82
Ask Size: 10,000 |
Walmart Inc |
50.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GQ9ARU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.66 |
| Intrinsic value: |
4.53 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.15 |
| Parity: |
4.53 |
| Time value: |
0.33 |
| Break-even: |
62.44 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.20 |
| Spread %: |
4.29% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.45 |
| Rho: |
0.11 |
Quote data
| Open: |
4.75 |
| High: |
4.75 |
| Low: |
4.75 |
| Previous Close: |
4.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.23% |
| 1 Month |
|
|
+46.60% |
| 3 Months |
|
|
+33.80% |
| YTD |
|
|
+204.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.99 |
4.81 |
| 1M High / 1M Low: |
4.99 |
3.03 |
| 6M High / 6M Low: |
4.99 |
1.26 |
| High (YTD): |
2024-06-11 |
4.99 |
| Low (YTD): |
2024-01-05 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.18% |
| Volatility 6M: |
|
79.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
