Goldman Sachs Call 25 LXS 21.06.2024
/ DE000GQ2S821
Goldman Sachs Call 25 LXS 21.06.2.../ DE000GQ2S821 /
| 2024-05-28 6:29:01 PM |
Chg.-0.010 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
0.100
Bid Size: 20,000 |
0.170
Ask Size: 20,000 |
LANXESS AG |
25.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ2S82 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
0.06 |
| Time value: |
0.11 |
| Break-even: |
26.74 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.07 |
| Spread %: |
67.31% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
8.93 |
| Rho: |
0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-52.38% |
| 3 Months |
|
|
-37.50% |
| YTD |
|
|
-81.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.070 |
| 1M High / 1M Low: |
0.380 |
0.070 |
| 6M High / 6M Low: |
0.570 |
0.070 |
| High (YTD): |
2024-01-02 |
0.530 |
| Low (YTD): |
2024-05-23 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.293 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.43% |
| Volatility 6M: |
|
225.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
