Goldman Sachs Call 80 HOT 20.06.2025
/ DE000GQ70GZ5
Goldman Sachs Call 80 HOT 20.06.2.../ DE000GQ70GZ5 /
2024-06-05 3:24:12 PM |
Chg.-0.04 |
Bid3:52:00 PM |
Ask3:52:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.55EUR |
-1.54% |
2.60 Bid Size: 2,000 |
2.80 Ask Size: 500 |
HOCHTIEF AG |
80.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
GQ70GZ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
HOCHTIEF AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.45 |
Intrinsic value: |
1.97 |
Implied volatility: |
0.46 |
Historic volatility: |
0.25 |
Parity: |
1.97 |
Time value: |
1.03 |
Break-even: |
110.00 |
Moneyness: |
1.25 |
Premium: |
0.10 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.30 |
Spread %: |
11.11% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
2.61 |
Rho: |
0.50 |
Quote data
Open: |
2.58 |
High: |
2.58 |
Low: |
2.55 |
Previous Close: |
2.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-2.30% |
3 Months |
|
|
-8.60% |
YTD |
|
|
+1.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.79 |
2.59 |
1M High / 1M Low: |
2.98 |
2.52 |
6M High / 6M Low: |
3.34 |
2.26 |
High (YTD): |
2024-01-24 |
3.34 |
Low (YTD): |
2024-02-20 |
2.26 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.69 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.16% |
Volatility 6M: |
|
78.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |