Goldman Sachs Call 90 SY1 21.06.2024
/ DE000GQ522L5
Goldman Sachs Call 90 SY1 21.06.2.../ DE000GQ522L5 /
| 2024-05-30 6:20:43 PM |
Chg.+0.16 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+8.84% |
1.97
Bid Size: 5,000 |
2.07
Ask Size: 5,000 |
SYMRISE AG INH. O.N. |
90.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ522L |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.21 |
| Parity: |
1.75 |
| Time value: |
0.15 |
| Break-even: |
109.00 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.15 |
| Spread %: |
8.57% |
| Delta: |
0.87 |
| Theta: |
-0.10 |
| Omega: |
4.93 |
| Rho: |
0.04 |
Quote data
| Open: |
1.88 |
| High: |
1.97 |
| Low: |
1.88 |
| Previous Close: |
1.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.76% |
| 1 Month |
|
|
+75.89% |
| 3 Months |
|
|
+129.07% |
| YTD |
|
|
+44.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.53 |
| 1M High / 1M Low: |
1.81 |
1.11 |
| 6M High / 6M Low: |
2.33 |
0.80 |
| High (YTD): |
2024-03-25 |
2.33 |
| Low (YTD): |
2024-01-23 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.66% |
| Volatility 6M: |
|
133.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
