Goldman Sachs Call 56.67 WMT 21.06.2024
/ DE000GQ4JG23
Goldman Sachs Call 56.67 WMT 21.0.../ DE000GQ4JG23 /
| 2024-06-07 9:26:58 AM |
Chg.+0.04 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
+1.35% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
56.67 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ4JG2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.67 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.15 |
| Parity: |
2.56 |
| Time value: |
0.09 |
| Break-even: |
61.30 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.15% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
6.38 |
| Rho: |
0.02 |
Quote data
| Open: |
3.00 |
| High: |
3.00 |
| Low: |
3.00 |
| Previous Close: |
2.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.21% |
| 1 Month |
|
|
+145.90% |
| 3 Months |
|
|
+111.27% |
| YTD |
|
|
+710.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.60 |
| 1M High / 1M Low: |
3.00 |
1.09 |
| 6M High / 6M Low: |
3.00 |
0.22 |
| High (YTD): |
2024-06-07 |
3.00 |
| Low (YTD): |
2024-01-05 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.56% |
| Volatility 6M: |
|
174.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
