Goldman Sachs Call 80 SY1 21.06.2024
/ DE000GQ2SD92
Goldman Sachs Call 80 SY1 21.06.2.../ DE000GQ2SD92 /
| 2024-05-29 3:28:10 PM |
Chg.+0.07 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
+2.55% |
-
Bid Size: - |
-
Ask Size: - |
SYMRISE AG INH. O.N. |
80.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ2SD9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.21 |
| Parity: |
2.72 |
| Time value: |
0.13 |
| Break-even: |
108.40 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
3.65% |
| Delta: |
0.92 |
| Theta: |
-0.09 |
| Omega: |
3.46 |
| Rho: |
0.04 |
Quote data
| Open: |
2.75 |
| High: |
2.84 |
| Low: |
2.75 |
| Previous Close: |
2.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.91% |
| 1 Month |
|
|
+37.75% |
| 3 Months |
|
|
+72.39% |
| YTD |
|
|
+28.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
2.54 |
| 1M High / 1M Low: |
2.74 |
2.04 |
| 6M High / 6M Low: |
3.28 |
1.54 |
| High (YTD): |
2024-03-25 |
3.28 |
| Low (YTD): |
2024-01-24 |
1.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.27% |
| Volatility 6M: |
|
91.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
