Goldman Sachs Call 60 WMT 20.09.2024
/ DE000GQ8XDU0
Goldman Sachs Call 60 WMT 20.09.2.../ DE000GQ8XDU0 /
| 2024-06-12 9:58:11 AM |
Chg.-0.11 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-4.72% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GQ8XDU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
1.88 |
| Time value: |
0.35 |
| Break-even: |
63.30 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
7.10 |
| Rho: |
0.12 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.72% |
| 1 Month |
|
|
+124.24% |
| 3 Months |
|
|
+69.47% |
| YTD |
|
|
+640.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
2.16 |
| 1M High / 1M Low: |
2.34 |
0.85 |
| 6M High / 6M Low: |
2.34 |
0.22 |
| High (YTD): |
2024-06-07 |
2.34 |
| Low (YTD): |
2024-01-05 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.61% |
| Volatility 6M: |
|
169.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
