Goldman Sachs Call 380 MA 21.06.2024
/ DE000GQ8MA79
Goldman Sachs Call 380 MA 21.06.2.../ DE000GQ8MA79 /
| 2024-05-28 1:48:27 PM |
Chg.-0.17 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.67EUR |
-2.49% |
-
Bid Size: - |
-
Ask Size: - |
MasterCard Incorpora... |
380.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ8MA7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.64 |
| Intrinsic value: |
6.55 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.14 |
| Parity: |
6.55 |
| Time value: |
0.32 |
| Break-even: |
418.56 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
1.03% |
| Delta: |
0.91 |
| Theta: |
-0.21 |
| Omega: |
5.53 |
| Rho: |
0.20 |
Quote data
| Open: |
6.67 |
| High: |
6.67 |
| Low: |
6.67 |
| Previous Close: |
6.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.59% |
| 1 Month |
|
|
-18.16% |
| 3 Months |
|
|
-31.80% |
| YTD |
|
|
+17.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.46 |
6.67 |
| 1M High / 1M Low: |
8.15 |
6.04 |
| 6M High / 6M Low: |
10.65 |
4.62 |
| High (YTD): |
2024-03-22 |
10.65 |
| Low (YTD): |
2024-01-05 |
4.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.49% |
| Volatility 6M: |
|
77.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
