Goldman Sachs Call 18 LXS 21.06.2024
/ DE000GQ7SY27
Goldman Sachs Call 18 LXS 21.06.2.../ DE000GQ7SY27 /
| 2024-06-07 5:09:51 PM |
Chg.-0.050 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-8.47% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
18.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ7SY2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
2.53 |
| Historic volatility: |
0.38 |
| Parity: |
0.53 |
| Time value: |
0.18 |
| Break-even: |
25.10 |
| Moneyness: |
1.29 |
| Premium: |
0.08 |
| Premium p.a.: |
7.08 |
| Spread abs.: |
0.15 |
| Spread %: |
26.79% |
| Delta: |
0.78 |
| Theta: |
-0.13 |
| Omega: |
2.57 |
| Rho: |
0.00 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
-22.86% |
| YTD |
|
|
-51.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.540 |
| 1M High / 1M Low: |
1.040 |
0.540 |
| 6M High / 6M Low: |
1.130 |
0.540 |
| High (YTD): |
2024-01-02 |
1.110 |
| Low (YTD): |
2024-06-07 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.832 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.72% |
| Volatility 6M: |
|
113.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
