Goldman Sachs Call 66.67 WMT 20.09.2024
/ DE000GQ8XMJ4
Goldman Sachs Call 66.67 WMT 20.0.../ DE000GQ8XMJ4 /
| 2024-06-12 9:59:50 AM |
Chg.-0.050 |
Bid5:19:27 PM |
Ask5:19:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-5.68% |
0.730
Bid Size: 20,000 |
0.740
Ask Size: 20,000 |
Walmart Inc |
66.67 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GQ8XMJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.67 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: |
22.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
0.02 |
| Time value: |
0.81 |
| Break-even: |
64.84 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
12.66 |
| Rho: |
0.09 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.22% |
| 1 Month |
|
|
+196.43% |
| 3 Months |
|
|
+137.14% |
| YTD |
|
|
+937.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.780 |
| 1M High / 1M Low: |
0.920 |
0.210 |
| 6M High / 6M Low: |
0.920 |
0.060 |
| High (YTD): |
2024-06-07 |
0.920 |
| Low (YTD): |
2024-01-05 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
422.12% |
| Volatility 6M: |
|
251.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
