Goldman Sachs Call 20 LXS 21.06.2024
/ DE000GQ6J1P8
Goldman Sachs Call 20 LXS 21.06.2.../ DE000GQ6J1P8 /
| 2024-05-28 6:29:16 PM |
Chg.-0.020 |
Bid8:31:44 PM |
Ask8:31:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-3.57% |
0.530
Bid Size: 20,000 |
0.680
Ask Size: 20,000 |
LANXESS AG |
20.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ6J1P |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.38 |
| Parity: |
0.56 |
| Time value: |
0.13 |
| Break-even: |
26.90 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.15 |
| Spread %: |
27.78% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
2.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.590 |
| High: |
0.600 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.82% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
+25.58% |
| YTD |
|
|
-42.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.490 |
| 1M High / 1M Low: |
0.850 |
0.490 |
| 6M High / 6M Low: |
0.970 |
0.410 |
| High (YTD): |
2024-01-02 |
0.930 |
| Low (YTD): |
2024-03-05 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.663 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.52% |
| Volatility 6M: |
|
130.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
