Goldman Sachs Call 800 1N8 20.12.2024
/ DE000GQ2Q7V8
Goldman Sachs Call 800 1N8 20.12..../ DE000GQ2Q7V8 /
| 2024-06-11 9:08:21 AM |
Chg.-0.07 |
Bid5:45:05 PM |
Ask5:45:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.66EUR |
-1.48% |
4.42
Bid Size: 5,000 |
4.52
Ask Size: 5,000 |
ADYEN N.V. E... |
800.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
GQ2Q7V |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.89 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.69 |
| Parity: |
4.25 |
| Time value: |
0.53 |
| Break-even: |
1,278.00 |
| Moneyness: |
1.53 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
2.14% |
| Delta: |
0.89 |
| Theta: |
-0.34 |
| Omega: |
2.27 |
| Rho: |
3.20 |
Quote data
| Open: |
4.66 |
| High: |
4.66 |
| Low: |
4.66 |
| Previous Close: |
4.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.22% |
| 1 Month |
|
|
-0.21% |
| 3 Months |
|
|
-34.73% |
| YTD |
|
|
+4.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.74 |
4.19 |
| 1M High / 1M Low: |
5.33 |
4.18 |
| 6M High / 6M Low: |
8.21 |
3.56 |
| High (YTD): |
2024-04-02 |
8.21 |
| Low (YTD): |
2024-05-02 |
3.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.87% |
| Volatility 6M: |
|
106.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
