Goldman Sachs Call 80 HOT 20.06.2025
/ DE000GQ70GZ5
Goldman Sachs Call 80 HOT 20.06.2.../ DE000GQ70GZ5 /
| 6/5/2024 3:24:12 PM |
Chg.-0.04 |
Bid5:36:15 PM |
Ask5:36:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
-1.54% |
2.68
Bid Size: 2,000 |
2.98
Ask Size: 1,000 |
HOCHTIEF AG |
80.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
10/9/2023 |
| Last trading day: |
6/19/2025 |
| 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): |
1/24/2024 |
3.34 |
| Low (YTD): |
2/20/2024 |
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: |
|
- |
