Goldman Sachs Call 55 NEE 21.06.2024
/ DE000GQ6G2C7
Goldman Sachs Call 55 NEE 21.06.2.../ DE000GQ6G2C7 /
| 6/18/2024 10:51:55 AM |
Chg.-0.45 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-26.47% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
55.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
GQ6G2C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/4/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
2.63 |
| Historic volatility: |
0.27 |
| Parity: |
1.61 |
| Time value: |
0.09 |
| Break-even: |
68.21 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
3.88 |
| Spread abs.: |
0.10 |
| Spread %: |
6.25% |
| Delta: |
0.90 |
| Theta: |
-0.48 |
| Omega: |
3.55 |
| Rho: |
0.00 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.32% |
| 1 Month |
|
|
-36.22% |
| 3 Months |
|
|
+95.31% |
| YTD |
|
|
+54.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.60 |
| 1M High / 1M Low: |
2.31 |
1.60 |
| 6M High / 6M Low: |
2.31 |
0.34 |
| High (YTD): |
6/3/2024 |
2.31 |
| Low (YTD): |
3/5/2024 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.01% |
| Volatility 6M: |
|
139.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
